+4,892.0%
FICO vs CVE
+89.9%
+4,802.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.3% | -15.4% | -16.4% |
| 7D | -19.2% | +2.5% | -21.7% | -19.6% |
| 30D | -14.6% | +16.7% | -31.3% | -17.3% |
| 3M | -20.1% | +9.3% | -29.4% | -22.0% |
| 6M | -36.3% | +43.6% | -79.9% | -41.6% |
| YTD | -44.9% | +93.6% | -138.4% | -52.8% |
| 1Y | -38.6% | +98.8% | -137.4% | -47.9% |
| 3Y | +4.0% | +73.6% | -69.6% | -11.4% |
| 5Y | +99.5% | +312.5% | -212.9% | +33.3% |
| 10Y | +604.7% | +161.0% | +443.6% | +331.0% |
| All | +4,892.0% | +89.9% | +4,802.1% | +3,275.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling