+655.5%
FN vs CVE
+137.5%
+517.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.7% | -11.5% | -13.7% |
| 7D | -16.0% | -14.1% | -1.9% | -13.4% |
| 30D | -40.1% | -11.6% | -28.5% | -38.7% |
| 3M | -43.9% | 0.0% | -43.9% | -44.1% |
| 6M | -55.6% | -8.4% | -47.2% | -55.1% |
| YTD | -35.7% | +65.9% | -101.6% | -42.4% |
| 1Y | -39.8% | +69.4% | -109.2% | -46.5% |
| 3Y | +80.3% | +55.9% | +24.3% | +60.1% |
| 5Y | +143.3% | +146.2% | -2.9% | +92.3% |
| All | +655.5% | +137.5% | +517.9% | +393.1% |
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 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