-62.2%
FIS vs CVE
+317.2%
-379.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | +1.1% | +2.5% | -1.4% | +0.7% |
| 30D | -2.2% | +16.7% | -19.0% | -4.5% |
| 3M | +2.1% | +9.3% | -7.1% | +0.5% |
| 6M | -14.7% | +43.6% | -58.3% | -19.9% |
| YTD | -35.7% | +93.6% | -129.3% | -42.9% |
| 1Y | -37.1% | +98.8% | -135.8% | -44.6% |
| 3Y | -20.0% | +73.6% | -93.6% | -29.5% |
| All | -62.2% | +317.2% | -379.5% | -72.5% |
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 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