+148.6%
CVE vs FLR
+7.4%
+141.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.7% | +1.0% |
| 7D | +5.9% | +5.4% | +0.6% | +3.8% |
| 30D | -10.9% | +2.8% | -13.7% | -12.0% |
| 3M | -4.5% | -6.4% | +1.9% | -2.9% |
| 6M | -1.0% | +8.8% | -9.7% | -6.6% |
| YTD | +74.7% | +23.6% | +51.1% | +53.8% |
| 1Y | +65.8% | +13.8% | +52.0% | +50.1% |
| 3Y | +73.2% | +36.5% | +36.7% | +34.4% |
| 5Y | +155.6% | +119.3% | +36.3% | +59.5% |
| All | +148.6% | +7.4% | +141.2% | +81.9% |
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