+206.5%
FITB vs CVE
+149.3%
+57.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +0.9% |
| 7D | +2.8% | +5.9% | -3.2% | +1.0% |
| 30D | +9.8% | -10.9% | +20.6% | +13.2% |
| 3M | -5.2% | -4.5% | -0.6% | -4.5% |
| 6M | +17.3% | -1.0% | +18.3% | +15.7% |
| YTD | +19.3% | +74.7% | -55.4% | -3.1% |
| 1Y | +32.7% | +65.8% | -33.1% | +9.4% |
| 3Y | +141.6% | +73.2% | +68.4% | +90.8% |
| 5Y | +48.9% | +155.6% | -106.7% | -1.5% |
| All | +206.5% | +149.3% | +57.2% | +38.6% |
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 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