-52.4%
FIS vs CVE
+149.3%
-201.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.1% |
| 7D | +2.8% | +5.9% | -3.1% | +1.9% |
| 30D | -16.7% | -10.9% | -5.9% | -15.0% |
| 3M | -32.3% | -4.5% | -27.8% | -31.8% |
| 6M | -29.1% | -1.0% | -28.1% | -29.2% |
| YTD | -54.1% | +74.7% | -128.9% | -58.7% |
| 1Y | -53.7% | +65.8% | -119.5% | -58.0% |
| 3Y | -38.8% | +73.2% | -112.0% | -46.0% |
| 5Y | -71.1% | +155.6% | -226.7% | -76.7% |
| All | -52.4% | +149.3% | -201.7% | -70.1% |
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