+43.4%
CAPR vs FLR
+60.4%
-17.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.9% |
| 7D | -9.5% | +0.7% | -10.1% | -9.8% |
| 30D | +121.5% | -0.7% | +122.2% | +122.5% |
| 3M | -65.4% | +14.3% | -79.7% | -67.5% |
| 6M | -67.5% | +25.6% | -93.1% | -70.9% |
| YTD | -68.6% | +42.9% | -111.5% | -73.4% |
| 1Y | +42.7% | +38.7% | +3.9% | +23.4% |
| 3Y | +43.4% | +61.8% | -18.4% | +6.4% |
| All | +43.4% | +60.4% | -17.0% | +6.4% |
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