-59.1%
FIG vs CVE
+67.8%
-126.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.0% |
| 7D | -13.1% | -16.1% | +3.0% | -14.6% |
| 30D | -13.0% | -10.4% | -2.6% | -14.1% |
| 3M | -21.5% | -2.4% | -19.2% | -21.9% |
| 6M | -2.5% | -4.4% | +1.9% | -3.0% |
| YTD | -49.7% | +64.9% | -114.6% | -46.0% |
| 1Y | -59.1% | +66.0% | -125.1% | -56.9% |
| All | -59.1% | +67.8% | -126.9% | -56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling