-70.4%
FIS vs CVE
+148.3%
-218.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.8% |
| 7D | -21.2% | -14.1% | -7.1% | -19.2% |
| 30D | -12.1% | -11.6% | -0.4% | -10.2% |
| 3M | -30.6% | 0.0% | -30.6% | -30.6% |
| 6M | -35.5% | -8.4% | -27.1% | -34.8% |
| YTD | -54.4% | +65.9% | -120.3% | -58.5% |
| 1Y | -52.9% | +69.4% | -122.3% | -57.3% |
| 3Y | -38.7% | +55.9% | -94.6% | -45.1% |
| 5Y | -70.4% | +146.2% | -216.6% | -77.0% |
| All | -70.4% | +148.3% | -218.8% | -77.0% |
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