+48.9%
FITB vs CVE
+135.1%
-86.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | -1.1% | -10.1% | +9.0% | +1.3% |
| 30D | +7.3% | -12.1% | +19.5% | +10.2% |
| 3M | -4.0% | -1.9% | -2.1% | -4.3% |
| 6M | +11.9% | -1.8% | +13.7% | +10.8% |
| YTD | +19.0% | +65.8% | -46.8% | +0.4% |
| 1Y | +31.0% | +60.8% | -29.8% | +11.3% |
| 3Y | +143.8% | +70.1% | +73.7% | +97.5% |
| 5Y | +48.9% | +134.8% | -85.9% | +5.6% |
| All | +48.9% | +135.1% | -86.2% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling