-24.4%
FICO vs CVE
+59.0%
-83.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.6% | +4.4% | -2.8% |
| 7D | +0.4% | -12.1% | +12.5% | +1.0% |
| 30D | +1.7% | -9.8% | +11.4% | +2.1% |
| 3M | -33.0% | -0.7% | -32.3% | -33.0% |
| 6M | -33.9% | -4.3% | -29.5% | -33.8% |
| YTD | -58.5% | +70.6% | -129.1% | -60.8% |
| 1Y | -56.4% | +73.2% | -129.5% | -58.9% |
| All | -24.4% | +59.0% | -83.4% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling