+58.1%
CVE vs FLR
+12.7%
+45.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | +0.1% | +6.3% | -6.3% | -0.4% |
| 30D | -10.8% | +1.8% | -12.7% | -11.0% |
| 3M | -4.3% | -4.4% | +0.1% | -4.2% |
| 6M | -1.5% | +15.9% | -17.3% | -2.8% |
| YTD | +70.7% | +27.7% | +43.0% | +65.7% |
| 1Y | +58.1% | +11.6% | +46.5% | +56.4% |
| All | +58.1% | +12.7% | +45.4% | +56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling