-8.5%
FPS vs CVE
+47.9%
-56.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.3% |
| 7D | +3.1% | +2.5% | +0.6% | +3.3% |
| 30D | -18.6% | +16.7% | -35.3% | -17.5% |
| 3M | -51.5% | +9.3% | -60.7% | -49.9% |
| 6M | -8.5% | +43.6% | -52.1% | -17.4% |
| All | -8.5% | +47.9% | -56.4% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling