-77.4%
CAPR vs FLR
+18.9%
-96.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.8% |
| 7D | -9.5% | +0.7% | -10.1% | -9.7% |
| 30D | +121.5% | -0.7% | +122.2% | +122.4% |
| 3M | -65.4% | +14.3% | -79.7% | -66.9% |
| 6M | -67.5% | +25.6% | -93.1% | -69.8% |
| YTD | -68.6% | +42.9% | -111.5% | -71.9% |
| 1Y | +42.7% | +38.7% | +3.9% | +28.5% |
| 3Y | +43.4% | +61.8% | -18.4% | +19.1% |
| 5Y | +86.0% | +254.1% | -168.1% | +25.9% |
| 10Y | -77.4% | +20.0% | -97.5% | -83.8% |
| All | -77.4% | +18.9% | -96.3% | -83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling