+159.5%
CVE vs FLR
+112.0%
+47.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.7% | +1.0% |
| 7D | +5.9% | +5.4% | +0.6% | +4.3% |
| 30D | -10.9% | +2.8% | -13.7% | -11.8% |
| 3M | -4.5% | -6.4% | +1.9% | -3.2% |
| 6M | -1.0% | +8.8% | -9.7% | -5.7% |
| YTD | +74.7% | +23.6% | +51.1% | +56.3% |
| 1Y | +65.8% | +13.8% | +52.0% | +52.2% |
| 3Y | +73.2% | +36.5% | +36.7% | +31.0% |
| All | +159.5% | +112.0% | +47.4% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling