+216.8%
CB vs FLR
+18.9%
+198.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.5% |
| 7D | -0.6% | +0.7% | -1.3% | -0.7% |
| 30D | -3.9% | -0.7% | -3.2% | -3.9% |
| 3M | +4.9% | +14.3% | -9.4% | +2.8% |
| 6M | +3.3% | +25.6% | -22.3% | -0.5% |
| YTD | +8.5% | +42.9% | -34.4% | +2.8% |
| 1Y | +22.1% | +38.7% | -16.7% | +15.6% |
| 3Y | +70.1% | +61.8% | +8.4% | +52.6% |
| 5Y | +97.4% | +254.1% | -156.7% | +55.9% |
| 10Y | +216.8% | +20.0% | +196.8% | +159.0% |
| All | +216.8% | +18.9% | +198.0% | +159.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling