-26.3%
FLUT vs CVE
+136.1%
-162.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.5% |
| 7D | -1.1% | -16.1% | +15.1% | +0.1% |
| 30D | +7.7% | -10.4% | +18.1% | +8.5% |
| 3M | -12.2% | -2.4% | -9.8% | -12.2% |
| 6M | -17.6% | -4.4% | -13.1% | -17.6% |
| YTD | -62.0% | +64.9% | -127.0% | -63.7% |
| 1Y | -62.3% | +66.0% | -128.3% | -64.0% |
| 3Y | -52.0% | +57.7% | -109.6% | -54.4% |
| 5Y | -51.8% | +144.7% | -196.5% | -55.3% |
| All | -26.3% | +136.1% | -162.5% | -33.0% |
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 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