+160.3%
FN vs CVE
+72.1%
+88.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.5% | +3.5% |
| 7D | -1.7% | +2.5% | -4.2% | -2.4% |
| 30D | -22.0% | +16.7% | -38.7% | -25.3% |
| 3M | -43.0% | +9.3% | -52.3% | -44.5% |
| 6M | -27.7% | +43.6% | -71.3% | -35.1% |
| YTD | -10.5% | +93.6% | -104.1% | -26.4% |
| 1Y | +12.5% | +98.8% | -86.3% | -8.8% |
| All | +160.3% | +72.1% | +88.3% | +93.0% |
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