+215.8%
CVE vs FLNC
-69.8%
+285.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.3% | +9.1% | +1.4% |
| 7D | +2.0% | -4.2% | +6.1% | +2.3% |
| 30D | +13.2% | -20.0% | +33.2% | +14.9% |
| 3M | +21.7% | -56.9% | +78.6% | +28.6% |
| 6M | +48.4% | -35.5% | +83.9% | +48.3% |
| YTD | +100.1% | -48.8% | +148.9% | +101.9% |
| 1Y | +107.8% | +49.3% | +58.6% | +83.4% |
| 3Y | +76.9% | -61.8% | +138.7% | +64.7% |
| All | +215.8% | -69.8% | +285.5% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 10y: compounded portfolio wealth divided by compounded FLNC 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…
10y analysis · Full analysis span regression · 6 months rolling