-23.8%
FICO vs CVE
+54.6%
-78.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.7% | +1.0% |
| 7D | -0.3% | -14.1% | +13.8% | +0.5% |
| 30D | +1.7% | -11.6% | +13.3% | +2.2% |
| 3M | -35.2% | 0.0% | -35.2% | -35.2% |
| 6M | -33.7% | -8.4% | -25.3% | -33.4% |
| YTD | -58.2% | +65.9% | -124.1% | -60.4% |
| 1Y | -56.6% | +69.4% | -126.0% | -59.1% |
| All | -23.8% | +54.6% | -78.4% | -29.5% |
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