+214.7%
CAPR vs FLR
+27.4%
+187.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.3% | +1.3% | +3.4% |
| 7D | +41.1% | -0.8% | +41.9% | +41.6% |
| 30D | +11.1% | -9.1% | +20.2% | +15.0% |
| 3M | +115.3% | -4.7% | +120.0% | +117.6% |
| 6M | -73.8% | -14.2% | -59.6% | -72.7% |
| YTD | -68.8% | +17.3% | -86.1% | -71.7% |
| 1Y | +43.3% | +4.3% | +39.1% | +35.8% |
| 3Y | +214.7% | +30.7% | +183.9% | +161.9% |
| All | +214.7% | +27.4% | +187.2% | +161.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling