+1,300.2%
FLEX vs CVE
+67.4%
+1,232.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -7.6% | -4.7% | -10.0% |
| 7D | -17.0% | -12.1% | -4.9% | -13.6% |
| 30D | -33.8% | -9.8% | -24.1% | -31.8% |
| 3M | -39.0% | -0.7% | -38.3% | -39.2% |
| 6M | -15.9% | -4.3% | -11.6% | -16.3% |
| YTD | +27.8% | +70.6% | -42.8% | +5.4% |
| 1Y | +25.0% | +73.2% | -48.2% | +2.2% |
| 3Y | +292.3% | +60.3% | +231.9% | +223.8% |
| 5Y | +472.6% | +159.3% | +313.3% | +287.4% |
| 10Y | +653.7% | +147.4% | +506.2% | +308.0% |
| All | +1,300.2% | +67.4% | +1,232.9% | +690.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling