+663.2%
FLEX vs CVE
+317.2%
+346.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +49.9% |
| YTD | +81.2% | +93.6% | -12.3% | +43.3% |
| 1Y | +98.5% | +98.8% | -0.3% | +54.9% |
| 3Y | +428.2% | +73.6% | +354.6% | +314.5% |
| All | +663.2% | +317.2% | +346.0% | +327.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling