+224.0%
FLUT vs CVE
+89.9%
+134.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | -1.6% | +2.5% | -4.1% | -1.8% |
| 30D | +7.7% | +16.7% | -9.0% | +6.8% |
| 3M | -0.7% | +9.3% | -10.0% | -1.3% |
| 6M | -11.2% | +43.6% | -54.8% | -13.2% |
| YTD | -53.4% | +93.6% | -147.0% | -55.4% |
| 1Y | -65.8% | +98.8% | -164.5% | -67.2% |
| 3Y | -44.9% | +73.6% | -118.5% | -47.3% |
| 5Y | -49.7% | +312.5% | -362.2% | -53.2% |
| 10Y | -9.7% | +161.0% | -170.8% | -16.3% |
| All | +224.0% | +89.9% | +134.1% | +196.0% |
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 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