+73.2%
CVE vs FLR
+35.7%
+37.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.7% | +0.9% |
| 7D | +5.9% | +5.4% | +0.6% | +4.9% |
| 30D | -10.9% | +2.8% | -13.7% | -11.4% |
| 3M | -4.5% | -6.4% | +1.9% | -3.6% |
| 6M | -1.0% | +8.8% | -9.7% | -4.0% |
| YTD | +74.7% | +23.6% | +51.1% | +62.0% |
| 1Y | +65.8% | +13.8% | +52.0% | +56.6% |
| 3Y | +73.2% | +36.5% | +36.7% | +37.4% |
| All | +73.2% | +35.7% | +37.5% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling