-25.6%
FLUT vs CVE
+132.7%
-158.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -1.5% | -10.0% | +8.5% | -0.7% |
| 30D | +3.4% | -11.9% | +15.3% | +4.2% |
| 3M | -12.5% | -5.9% | -6.5% | -12.3% |
| 6M | -18.5% | -1.6% | -16.9% | -18.7% |
| YTD | -61.6% | +66.3% | -127.9% | -63.4% |
| 1Y | -64.1% | +57.5% | -121.6% | -65.6% |
| 3Y | -44.5% | +65.4% | -109.9% | -47.5% |
| 5Y | -51.3% | +144.2% | -195.5% | -54.9% |
| 10Y | -25.6% | +135.5% | -161.1% | -32.4% |
| All | -25.6% | +132.7% | -158.3% | -32.4% |
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