-71.4%
FIS vs CVE
+142.8%
-214.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.2% |
| 7D | -25.5% | -16.1% | -9.3% | -23.3% |
| 30D | -15.1% | -10.4% | -4.7% | -13.4% |
| 3M | -32.1% | -2.4% | -29.7% | -31.8% |
| 6M | -36.1% | -4.4% | -31.6% | -35.8% |
| YTD | -55.4% | +64.9% | -120.3% | -59.4% |
| 1Y | -53.9% | +66.0% | -119.9% | -58.1% |
| 3Y | -39.8% | +57.7% | -97.4% | -46.2% |
| All | -71.4% | +142.8% | -214.2% | -77.6% |
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