-55.5%
FIS vs CVE
+132.7%
-188.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -27.4% | -10.0% | -17.4% | -25.9% |
| 30D | -16.8% | -11.9% | -5.0% | -15.0% |
| 3M | -32.6% | -5.9% | -26.7% | -32.0% |
| 6M | -33.4% | -1.6% | -31.8% | -33.5% |
| YTD | -56.0% | +66.3% | -122.3% | -60.1% |
| 1Y | -55.1% | +57.5% | -112.6% | -58.9% |
| 3Y | -41.4% | +65.4% | -106.8% | -47.8% |
| 5Y | -72.7% | +144.2% | -216.8% | -77.8% |
| 10Y | -55.5% | +135.5% | -191.0% | -71.8% |
| All | -55.5% | +132.7% | -188.2% | -71.8% |
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