-37.4%
FIS vs CVE
+159.5%
-196.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | +1.1% | +2.5% | -1.4% | +0.7% |
| 30D | -2.2% | +16.7% | -19.0% | -4.7% |
| 3M | +2.1% | +9.3% | -7.1% | +0.3% |
| 6M | -14.7% | +43.6% | -58.3% | -20.2% |
| YTD | -35.7% | +93.6% | -129.3% | -43.0% |
| 1Y | -37.1% | +98.8% | -135.8% | -44.7% |
| 3Y | -20.0% | +73.6% | -93.6% | -29.4% |
| 5Y | -62.1% | +312.5% | -374.6% | -71.9% |
| All | -37.4% | +159.5% | -196.8% | -60.8% |
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