+71.6%
FITB vs CVE
+317.2%
-245.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | +0.6% | +2.5% | -1.9% | -0.1% |
| 30D | -4.7% | +16.7% | -21.5% | -8.6% |
| 3M | +6.7% | +9.3% | -2.6% | +3.6% |
| 6M | +12.6% | +43.6% | -31.0% | +0.5% |
| YTD | +19.1% | +93.6% | -74.5% | -3.2% |
| 1Y | +22.6% | +98.8% | -76.1% | -1.5% |
| 3Y | +127.1% | +73.6% | +53.5% | +84.4% |
| All | +71.6% | +317.2% | -245.6% | -5.1% |
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