+791.5%
FITB vs CVE
+62.8%
+728.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.4% |
| 7D | -1.8% | -14.1% | +12.2% | +2.8% |
| 30D | +4.8% | -11.6% | +16.4% | +8.5% |
| 3M | -6.4% | 0.0% | -6.5% | -7.3% |
| 6M | +7.9% | -8.4% | +16.3% | +9.0% |
| YTD | +17.0% | +65.9% | -48.9% | -4.6% |
| 1Y | +29.9% | +69.4% | -39.5% | +5.0% |
| 3Y | +124.8% | +55.9% | +68.9% | +81.2% |
| 5Y | +46.4% | +146.2% | -99.7% | -4.5% |
| 10Y | +258.1% | +140.6% | +117.5% | +83.0% |
| All | +791.5% | +62.8% | +728.7% | +387.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling