-25.7%
FN vs CVE
+73.4%
-99.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.6% | +1.7% | -4.9% |
| 7D | -7.0% | -12.1% | +5.1% | -5.3% |
| 30D | -24.7% | -9.8% | -14.9% | -23.6% |
| 3M | -35.7% | -0.7% | -35.0% | -36.1% |
| 6M | -52.4% | -4.3% | -48.1% | -52.6% |
| YTD | -25.0% | +70.6% | -95.6% | -31.1% |
| 1Y | -25.7% | +73.2% | -98.8% | -32.3% |
| All | -25.7% | +73.4% | -99.0% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling