+58.6%
CVE vs FLR
+23.3%
+35.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.8% | -1.7% |
| 7D | -14.1% | -5.4% | -8.6% | -13.2% |
| 30D | -11.6% | -13.5% | +1.9% | -9.3% |
| 3M | 0.0% | -10.8% | +10.8% | +1.5% |
| 6M | -8.4% | -15.1% | +6.7% | -6.9% |
| YTD | +65.9% | +13.5% | +52.4% | +56.2% |
| 1Y | +69.4% | -5.1% | +74.5% | +66.3% |
| All | +58.6% | +23.3% | +35.2% | +23.7% |
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