-83.9%
FIG vs CVE
+89.4%
-173.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.0% |
| 7D | -11.4% | -10.0% | -1.4% | -11.8% |
| 30D | -17.2% | -11.9% | -5.3% | -17.7% |
| 3M | -26.6% | -5.9% | -20.7% | -27.1% |
| 6M | -9.8% | -1.6% | -8.3% | -10.6% |
| YTD | -50.1% | +66.3% | -116.4% | -52.1% |
| 1Y | -58.1% | +57.5% | -115.6% | -59.3% |
| All | -83.9% | +89.4% | -173.3% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling