-83.6%
FIG vs CVE
+94.5%
-178.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.8% | +1.9% |
| 7D | -14.3% | +0.1% | -14.3% | -14.3% |
| 30D | -13.6% | -10.8% | -2.8% | -14.1% |
| 3M | -23.7% | -4.3% | -19.4% | -24.1% |
| 6M | -5.4% | -1.5% | -3.9% | -6.1% |
| YTD | -49.2% | +70.7% | -120.0% | -51.2% |
| 1Y | -57.4% | +58.1% | -115.5% | -58.3% |
| All | -83.6% | +94.5% | -178.1% | -83.8% |
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