+169.4%
CVE vs FLNC
-84.8%
+254.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.4% |
| 7D | +0.1% | -16.2% | +16.2% | +1.2% |
| 30D | -10.8% | -28.1% | +17.3% | -9.1% |
| 3M | -4.3% | -61.3% | +56.9% | +1.7% |
| 6M | -1.5% | -79.9% | +78.4% | +8.4% |
| YTD | +70.7% | -74.3% | +145.0% | +79.9% |
| 1Y | +58.1% | -75.5% | +133.6% | +66.0% |
| 3Y | +69.8% | -70.4% | +140.2% | +57.4% |
| 5Y | +148.9% | -86.4% | +235.3% | +139.3% |
| All | +169.4% | -84.8% | +254.2% | +154.0% |
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