+1,083.7%
FIX vs CVE
+157.6%
+926.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -7.6% | -7.4% | -13.1% |
| 7D | -18.9% | -12.1% | -6.8% | -16.1% |
| 30D | -36.3% | -9.8% | -26.5% | -34.6% |
| 3M | -38.5% | -0.7% | -37.8% | -38.4% |
| 6M | -42.3% | -4.3% | -37.9% | -41.9% |
| YTD | +17.1% | +70.6% | -53.5% | +0.4% |
| 1Y | +14.4% | +73.2% | -58.8% | -2.5% |
| 3Y | +486.7% | +60.3% | +426.4% | +393.9% |
| 5Y | +1,083.7% | +159.3% | +924.4% | +741.5% |
| All | +1,083.7% | +157.6% | +926.1% | +741.5% |
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