+1,000.1%
FLEX vs CVE
+159.5%
+840.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.9% |
| 7D | -0.9% | +2.5% | -3.4% | -1.6% |
| 30D | -10.1% | +16.7% | -26.9% | -14.0% |
| 3M | -31.3% | +9.3% | -40.6% | -33.4% |
| 6M | +71.3% | +43.6% | +27.7% | +51.7% |
| YTD | +81.2% | +93.6% | -12.3% | +46.8% |
| 1Y | +98.5% | +98.8% | -0.3% | +59.0% |
| 3Y | +428.2% | +73.6% | +354.6% | +332.1% |
| 5Y | +657.3% | +312.5% | +344.8% | +368.1% |
| All | +1,000.1% | +159.5% | +840.6% | +443.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling