+213.2%
CVE vs FLNC
-67.0%
+280.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.7% | -4.1% | +2.0% |
| 7D | +0.2% | +6.0% | -5.8% | -0.3% |
| 30D | +17.5% | -16.3% | +33.8% | +18.9% |
| 3M | +16.2% | -54.1% | +70.3% | +22.4% |
| 6M | +47.8% | -25.3% | +73.1% | +45.9% |
| YTD | +98.5% | -44.2% | +142.7% | +99.0% |
| 1Y | +109.8% | +53.1% | +56.7% | +85.1% |
| 3Y | +75.5% | -58.3% | +133.8% | +62.4% |
| All | +213.2% | -67.0% | +280.2% | +180.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling