-22.9%
FLUT vs CVE
+144.4%
-167.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +3.4% |
| 7D | +4.5% | +0.1% | +4.5% | +4.5% |
| 30D | +9.2% | -10.8% | +20.0% | +10.0% |
| 3M | -13.7% | -4.3% | -9.3% | -13.5% |
| 6M | -9.0% | -1.5% | -7.6% | -9.2% |
| YTD | -60.2% | +70.7% | -131.0% | -62.1% |
| 1Y | -63.1% | +58.1% | -121.2% | -64.7% |
| 3Y | -42.5% | +69.8% | -112.3% | -45.7% |
| 5Y | -47.6% | +148.9% | -196.5% | -51.5% |
| 10Y | -22.9% | +143.5% | -166.4% | -30.2% |
| All | -22.9% | +144.4% | -167.3% | -30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling