-23.6%
FPS vs CVE
+47.5%
-71.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +1.7% | -11.5% | -10.4% |
| 7D | +21.6% | +4.6% | +17.0% | +19.9% |
| 30D | -38.8% | -12.0% | -26.8% | -36.9% |
| 3M | -42.1% | -3.8% | -38.3% | -41.1% |
| 6M | -48.5% | -2.7% | -45.8% | -46.8% |
| All | -23.6% | +47.5% | -71.1% | -50.5% |
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