+33.3%
CAPR vs FLR
+33.3%
0.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.5% | -2.5% |
| 7D | -12.6% | -3.1% | -9.5% | -10.8% |
| 30D | +124.4% | +4.9% | +119.5% | +118.5% |
| 3M | -66.8% | +10.8% | -77.6% | -70.0% |
| 6M | -71.8% | +19.7% | -91.5% | -77.8% |
| YTD | -70.1% | +38.4% | -108.4% | -82.8% |
| 1Y | +33.3% | +34.7% | -1.4% | -11.5% |
| All | +33.3% | +33.3% | 0.0% | -11.5% |
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