-97.9%
CAPR vs FLR
+58.0%
-156.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.8% |
| 7D | -2.0% | +5.4% | -7.4% | -3.1% |
| 30D | +139.2% | +11.4% | +127.8% | +133.4% |
| 3M | -66.4% | +11.4% | -77.8% | -67.4% |
| 6M | -63.1% | +16.6% | -79.8% | -64.7% |
| YTD | -67.4% | +41.7% | -109.1% | -70.1% |
| 1Y | +58.2% | +35.4% | +22.8% | +46.6% |
| 3Y | +42.2% | +57.3% | -15.1% | +23.9% |
| 5Y | +87.3% | +241.0% | -153.7% | +39.7% |
| 10Y | -75.3% | +16.6% | -91.9% | -81.5% |
| All | -97.9% | +58.0% | -156.0% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling