-22.6%
FPS vs CVE
+44.9%
-67.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -7.6% | -9.7% | -15.3% |
| 7D | -23.3% | -12.1% | -11.3% | -20.9% |
| 30D | -42.4% | -9.8% | -32.6% | -40.6% |
| 3M | -43.0% | -0.7% | -42.3% | -42.1% |
| 6M | -44.5% | -4.3% | -40.2% | -42.6% |
| All | -22.6% | +44.9% | -67.5% | -49.7% |
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 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