-63.2%
FLUT vs CVE
+73.4%
-136.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.6% | +5.3% | -2.8% |
| 7D | +4.2% | -12.1% | +16.2% | +3.2% |
| 30D | +8.0% | -9.8% | +17.8% | +7.1% |
| 3M | -22.1% | -0.7% | -21.4% | -22.3% |
| 6M | -21.7% | -4.3% | -17.4% | -22.2% |
| YTD | -62.0% | +70.6% | -132.6% | -63.8% |
| 1Y | -63.2% | +73.2% | -136.3% | -66.1% |
| All | -63.2% | +73.4% | -136.5% | -66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling