-70.8%
FIS vs CVE
+158.6%
-229.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.2% |
| 3M | -32.3% | -4.5% | -27.8% | -31.8% |
| 6M | -29.1% | -1.0% | -28.1% | -29.1% |
| YTD | -54.1% | +74.7% | -128.9% | -58.6% |
| 1Y | -53.7% | +65.8% | -119.5% | -57.9% |
| 3Y | -38.8% | +73.2% | -112.0% | -46.3% |
| All | -70.8% | +158.6% | -229.4% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling