+162.3%
CVE vs FLR
+16.7%
+145.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.5% |
| 7D | +2.5% | +5.4% | -2.9% | +0.6% |
| 30D | +16.7% | +11.4% | +5.3% | +11.2% |
| 3M | +9.3% | +11.4% | -2.1% | +3.2% |
| 6M | +43.6% | +16.6% | +27.0% | +31.2% |
| YTD | +93.6% | +41.7% | +51.9% | +63.5% |
| 1Y | +98.8% | +35.4% | +63.3% | +68.6% |
| 3Y | +73.6% | +57.3% | +16.3% | +28.6% |
| 5Y | +312.5% | +241.0% | +71.5% | +119.0% |
| All | +162.3% | +16.7% | +145.6% | +83.6% |
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