-72.2%
CAPR vs FLR
+17.1%
-89.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.2% | -10.2% | -10.0% |
| 7D | +7.6% | +5.1% | +2.5% | +6.5% |
| 30D | +13.3% | -0.5% | +13.8% | +12.7% |
| 3M | +130.4% | -3.5% | +133.9% | +131.5% |
| All | -72.2% | +17.1% | -89.3% | -71.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling