-38.4%
FIS vs CVE
+54.6%
-93.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -1.0% |
| 7D | -21.2% | -14.1% | -7.1% | -20.0% |
| 30D | -12.1% | -11.6% | -0.4% | -10.9% |
| 3M | -30.6% | 0.0% | -30.6% | -30.4% |
| 6M | -35.5% | -8.4% | -27.1% | -34.8% |
| YTD | -54.4% | +65.9% | -120.3% | -57.0% |
| 1Y | -52.9% | +69.4% | -122.3% | -55.8% |
| All | -38.4% | +54.6% | -93.0% | -44.5% |
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