+168.5%
FLUT vs CVE
+62.8%
+105.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.2% | +1.6% |
| 7D | +4.8% | -14.1% | +18.8% | +5.6% |
| 30D | +8.8% | -11.6% | +20.4% | +9.5% |
| 3M | -10.7% | 0.0% | -10.7% | -10.8% |
| 6M | -19.7% | -8.4% | -11.3% | -19.5% |
| YTD | -61.4% | +65.9% | -127.3% | -62.7% |
| 1Y | -61.6% | +69.4% | -131.0% | -63.0% |
| 3Y | -51.4% | +55.9% | -107.3% | -53.3% |
| 5Y | -51.0% | +146.2% | -197.2% | -53.7% |
| 10Y | -25.2% | +140.6% | -165.8% | -30.1% |
| All | +168.5% | +62.8% | +105.7% | +147.2% |
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 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