-79.1%
FIG vs CVE
+120.6%
-199.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.3% |
| 7D | -16.3% | +2.5% | -18.8% | -16.3% |
| 30D | -14.3% | +16.7% | -31.0% | -14.3% |
| 3M | +7.2% | +9.3% | -2.1% | +6.7% |
| 6M | -18.6% | +43.6% | -62.2% | -19.4% |
| YTD | -35.5% | +93.6% | -129.0% | -37.6% |
| 1Y | -55.8% | +98.8% | -154.5% | -56.3% |
| All | -79.1% | +120.6% | -199.7% | -79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling