+135.5%
CVE vs FLR
+10.4%
+125.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -10.0% | +5.1% | -15.1% | -11.7% |
| 30D | -11.9% | -0.5% | -11.4% | -12.0% |
| 3M | -5.9% | -3.5% | -2.5% | -5.4% |
| 6M | -1.6% | +16.5% | -18.0% | -9.4% |
| YTD | +66.3% | +27.3% | +39.0% | +44.9% |
| 1Y | +57.5% | +10.6% | +46.9% | +44.1% |
| 3Y | +65.4% | +39.4% | +26.0% | +27.6% |
| 5Y | +144.2% | +126.4% | +17.8% | +50.7% |
| 10Y | +135.5% | +8.4% | +127.1% | +69.8% |
| All | +135.5% | +10.4% | +125.2% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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