+47.2%
CAPR vs FLR
+2.5%
+44.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.8% | +9.0% | +8.8% |
| 7D | +43.2% | +1.4% | +41.8% | +42.1% |
| 30D | +14.7% | -5.9% | +20.6% | +19.2% |
| 3M | +113.9% | -7.6% | +121.5% | +122.8% |
| 6M | -73.4% | -9.3% | -64.1% | -72.6% |
| YTD | -69.1% | +20.1% | -89.2% | -88.7% |
| 1Y | +47.2% | +3.0% | +44.2% | -15.9% |
| All | +47.2% | +2.5% | +44.7% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling