+130.1%
CVE vs FLR
+17.5%
+112.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.3% | -7.8% | -2.4% |
| 7D | -10.1% | +8.5% | -18.6% | -12.8% |
| 30D | -12.1% | -0.7% | -11.4% | -12.2% |
| 3M | -1.9% | -11.7% | +9.8% | +1.6% |
| 6M | -1.8% | +16.2% | -18.1% | -9.6% |
| YTD | +65.8% | +27.0% | +38.8% | +44.6% |
| 1Y | +60.8% | +10.1% | +50.8% | +47.4% |
| 3Y | +70.1% | +46.2% | +23.9% | +28.8% |
| 5Y | +134.8% | +121.4% | +13.3% | +46.2% |
| 10Y | +130.1% | +11.0% | +119.1% | +64.9% |
| All | +130.1% | +17.5% | +112.6% | +64.9% |
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