-18.5%
FIS vs CVE
+72.1%
-90.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +1.1% | +2.5% | -1.4% | +0.9% |
| 30D | -2.2% | +16.7% | -19.0% | -3.4% |
| 3M | +2.1% | +9.3% | -7.1% | +1.4% |
| 6M | -14.7% | +43.6% | -58.3% | -17.6% |
| YTD | -35.7% | +93.6% | -129.3% | -40.2% |
| 1Y | -37.1% | +98.8% | -135.8% | -41.9% |
| All | -18.5% | +72.1% | -90.6% | -27.7% |
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