+146.9%
FIS vs CVE
+89.9%
+57.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | +1.1% | +2.5% | -1.4% | +0.6% |
| 30D | -2.2% | +16.7% | -19.0% | -4.9% |
| 3M | +2.1% | +9.3% | -7.1% | +0.1% |
| 6M | -14.7% | +43.6% | -58.3% | -20.6% |
| YTD | -35.7% | +93.6% | -129.3% | -43.6% |
| 1Y | -37.1% | +98.8% | -135.8% | -45.2% |
| 3Y | -20.0% | +73.6% | -93.6% | -30.0% |
| 5Y | -62.1% | +312.5% | -374.6% | -72.6% |
| 10Y | -37.4% | +161.0% | -198.4% | -58.4% |
| All | +146.9% | +89.9% | +57.0% | +71.5% |
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 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