+62.8%
CVE vs FLR
+18.1%
+44.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.8% | -0.6% |
| 7D | -14.1% | -5.4% | -8.6% | -12.2% |
| 30D | -11.6% | -13.5% | +1.9% | -6.6% |
| 3M | 0.0% | -10.8% | +10.8% | +2.8% |
| 6M | -8.4% | -15.1% | +6.7% | -5.9% |
| YTD | +65.9% | +13.5% | +52.4% | +48.9% |
| 1Y | +69.4% | -5.1% | +74.5% | +62.9% |
| 3Y | +55.9% | +22.7% | +33.2% | +22.7% |
| 5Y | +146.2% | +94.8% | +51.4% | +52.1% |
| 10Y | +140.6% | +8.7% | +131.9% | +68.9% |
| All | +62.8% | +18.1% | +44.6% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling