+3,078.0%
FN vs CVE
+49.1%
+3,028.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.6% | +1.7% | -4.2% |
| 7D | -7.0% | -12.1% | +5.1% | -4.2% |
| 30D | -24.7% | -9.8% | -14.9% | -23.0% |
| 3M | -35.7% | -0.7% | -35.0% | -35.9% |
| 6M | -52.4% | -4.3% | -48.1% | -52.3% |
| YTD | -25.0% | +70.6% | -95.6% | -34.8% |
| 1Y | -25.7% | +73.2% | -98.8% | -35.8% |
| 3Y | +110.2% | +60.3% | +49.9% | +81.3% |
| 5Y | +192.3% | +159.3% | +33.0% | +115.8% |
| 10Y | +812.3% | +147.4% | +664.8% | +476.7% |
| All | +3,078.0% | +49.1% | +3,028.9% | +2,383.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling