-83.2%
FIG vs CVE
+99.1%
-182.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.8% |
| 7D | +3.4% | +5.9% | -2.5% | +3.5% |
| 30D | -9.5% | -10.9% | +1.4% | -9.9% |
| 3M | -26.2% | -4.5% | -21.7% | -26.6% |
| 6M | +2.7% | -1.0% | +3.7% | +2.1% |
| YTD | -48.0% | +74.7% | -122.7% | -49.9% |
| 1Y | -52.0% | +65.8% | -117.9% | -53.5% |
| All | -83.2% | +99.1% | -182.3% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling