+386.0%
FLEX vs CVE
+148.3%
+237.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.7% | -10.9% | -12.8% |
| 7D | -28.3% | -14.1% | -14.2% | -25.1% |
| 30D | -45.0% | -11.6% | -33.4% | -43.1% |
| 3M | -45.2% | 0.0% | -45.3% | -45.4% |
| 6M | -30.8% | -8.4% | -22.4% | -30.2% |
| YTD | +10.4% | +65.9% | -55.5% | -9.0% |
| 1Y | +2.3% | +69.4% | -67.2% | -16.6% |
| 3Y | +238.9% | +55.9% | +183.0% | +174.1% |
| 5Y | +386.0% | +146.2% | +239.9% | +240.8% |
| All | +386.0% | +148.3% | +237.7% | +240.8% |
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