-32.8%
FPS vs CVE
+40.1%
-72.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.6% | +7.6% | +7.2% |
| 7D | -24.5% | -16.1% | -8.4% | -21.1% |
| 30D | -52.1% | -10.4% | -41.7% | -50.1% |
| 3M | -48.4% | -2.4% | -46.0% | -47.0% |
| 6M | -54.4% | -4.4% | -49.9% | -52.9% |
| All | -32.8% | +40.1% | -72.9% | -55.8% |
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