+5,892.0%
FIX vs CVE
+159.5%
+5,732.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.2% |
| 7D | +6.0% | +2.5% | +3.5% | +5.4% |
| 30D | -7.2% | +16.7% | -24.0% | -10.4% |
| 3M | -15.9% | +9.3% | -25.1% | -17.8% |
| 6M | +12.7% | +43.6% | -30.9% | +3.0% |
| YTD | +72.8% | +93.6% | -20.8% | +47.1% |
| 1Y | +122.9% | +98.8% | +24.1% | +88.2% |
| 3Y | +774.3% | +73.6% | +700.7% | +646.6% |
| 5Y | +2,049.5% | +312.5% | +1,737.0% | +1,378.5% |
| All | +5,892.0% | +159.5% | +5,732.5% | +3,367.9% |
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 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