+488.5%
FIX vs CVE
+59.0%
+429.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -7.6% | -7.4% | -12.9% |
| 7D | -18.9% | -12.1% | -6.8% | -15.8% |
| 30D | -36.3% | -9.8% | -26.5% | -34.4% |
| 3M | -38.5% | -0.7% | -37.8% | -38.3% |
| 6M | -42.3% | -4.3% | -37.9% | -41.7% |
| YTD | +17.1% | +70.6% | -53.5% | -3.0% |
| 1Y | +14.4% | +73.2% | -58.8% | -6.0% |
| All | +488.5% | +59.0% | +429.5% | +370.1% |
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 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