+127.8%
FITB vs CVE
+54.6%
+73.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.9% |
| 7D | -1.8% | -14.1% | +12.2% | +0.5% |
| 30D | +4.8% | -11.6% | +16.4% | +6.6% |
| 3M | -6.4% | 0.0% | -6.5% | -7.1% |
| 6M | +7.9% | -8.4% | +16.3% | +8.6% |
| YTD | +17.0% | +65.9% | -48.9% | +0.2% |
| 1Y | +29.9% | +69.4% | -39.5% | +10.4% |
| All | +127.8% | +54.6% | +73.1% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling