-39.8%
FN vs CVE
+68.4%
-108.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.7% | -11.5% | -13.8% |
| 7D | -16.0% | -14.1% | -1.9% | -14.0% |
| 30D | -40.1% | -11.6% | -28.5% | -38.9% |
| 3M | -43.9% | 0.0% | -43.9% | -44.4% |
| 6M | -55.6% | -8.4% | -47.2% | -55.5% |
| YTD | -35.7% | +65.9% | -101.6% | -41.1% |
| 1Y | -39.8% | +69.4% | -109.2% | -45.9% |
| All | -39.8% | +68.4% | -108.2% | -45.9% |
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 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