+236.6%
FITB vs CVE
+136.7%
+99.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | -1.1% | -10.1% | +9.0% | +2.0% |
| 30D | +7.3% | -12.1% | +19.5% | +11.1% |
| 3M | -4.0% | -1.9% | -2.1% | -4.2% |
| 6M | +11.9% | -1.8% | +13.7% | +10.6% |
| YTD | +19.0% | +65.8% | -46.8% | -1.8% |
| 1Y | +31.0% | +60.8% | -29.8% | +9.0% |
| 3Y | +143.8% | +70.1% | +73.7% | +93.5% |
| 5Y | +48.9% | +134.8% | -85.9% | +1.3% |
| 10Y | +236.6% | +130.1% | +106.5% | +55.3% |
| All | +236.6% | +136.7% | +99.9% | +55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling