+565.2%
FLEX vs CVE
+136.1%
+429.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.1% | +4.7% |
| 7D | -19.3% | -16.1% | -3.2% | -15.1% |
| 30D | -41.5% | -10.4% | -31.2% | -39.7% |
| 3M | -43.1% | -2.4% | -40.7% | -42.9% |
| 6M | -48.2% | -4.4% | -43.8% | -48.2% |
| YTD | +15.5% | +64.9% | -49.5% | -2.5% |
| 1Y | +10.2% | +66.0% | -55.8% | -7.3% |
| 3Y | +256.8% | +57.7% | +199.2% | +200.0% |
| 5Y | +408.2% | +144.7% | +263.5% | +262.2% |
| All | +565.2% | +136.1% | +429.0% | +240.2% |
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