+77.4%
FIS vs CVE
+67.4%
+10.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -7.6% | -16.0% | -22.3% |
| 7D | -18.4% | -12.1% | -6.3% | -16.3% |
| 30D | -11.4% | -9.8% | -1.6% | -9.6% |
| 3M | -32.0% | -0.7% | -31.3% | -31.9% |
| 6M | -35.6% | -4.3% | -31.3% | -35.4% |
| YTD | -53.8% | +70.6% | -124.4% | -58.5% |
| 1Y | -51.1% | +73.2% | -124.2% | -56.3% |
| 3Y | -37.9% | +60.3% | -98.2% | -44.8% |
| 5Y | -69.6% | +159.3% | -228.9% | -76.0% |
| 10Y | -52.2% | +147.4% | -199.6% | -67.9% |
| All | +77.4% | +67.4% | +10.1% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling