-36.3%
FICO vs CVE
+47.9%
-84.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.3% | -15.4% | -16.9% |
| 7D | -19.2% | +2.5% | -21.7% | -18.7% |
| 30D | -14.6% | +16.7% | -31.3% | -11.2% |
| 3M | -20.1% | +9.3% | -29.4% | -18.0% |
| 6M | -36.3% | +43.6% | -79.9% | -24.6% |
| All | -36.3% | +47.9% | -84.2% | -24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling