+34.1%
FITB vs CVE
+73.4%
-39.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.6% | +9.1% | +1.0% |
| 7D | +2.3% | -12.1% | +14.4% | +1.6% |
| 30D | +7.7% | -9.8% | +17.5% | +7.0% |
| 3M | -4.5% | -0.7% | -3.8% | -4.4% |
| 6M | +12.5% | -4.3% | +16.8% | +12.9% |
| YTD | +19.8% | +70.6% | -50.8% | +15.8% |
| 1Y | +34.1% | +73.2% | -39.0% | +29.6% |
| All | +34.1% | +73.4% | -39.2% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling