-98.0%
CAPR vs FLR
+30.8%
-128.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.3% | +1.3% | +4.0% |
| 7D | +41.1% | -0.8% | +41.9% | +41.4% |
| 30D | +11.1% | -9.1% | +20.2% | +13.3% |
| 3M | +115.3% | -4.7% | +120.0% | +116.6% |
| 6M | -73.8% | -14.2% | -59.6% | -73.3% |
| YTD | -68.8% | +17.3% | -86.1% | -70.3% |
| 1Y | +43.3% | +4.3% | +39.1% | +39.9% |
| 3Y | +214.7% | +30.7% | +183.9% | +184.7% |
| 5Y | +141.3% | +101.3% | +40.0% | +99.3% |
| 10Y | -67.0% | +12.4% | -79.4% | -74.8% |
| All | -98.0% | +30.8% | -128.8% | -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