+241.2%
FLEX vs CVE
+54.6%
+186.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.7% | -10.9% | -12.7% |
| 7D | -28.3% | -14.1% | -14.2% | -24.8% |
| 30D | -45.0% | -11.6% | -33.4% | -42.9% |
| 3M | -45.2% | 0.0% | -45.3% | -45.5% |
| 6M | -30.8% | -8.4% | -22.4% | -30.0% |
| YTD | +10.4% | +65.9% | -55.5% | -16.0% |
| 1Y | +2.3% | +69.4% | -67.2% | -23.4% |
| All | +241.2% | +54.6% | +186.6% | +140.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling