+22.1%
CB vs FLR
+36.1%
-14.1%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.4% |
| 7D | -0.6% | +0.7% | -1.3% | -0.6% |
| 30D | -3.9% | -0.7% | -3.2% | -3.8% |
| 3M | +4.9% | +14.3% | -9.4% | +6.4% |
| 6M | +3.3% | +25.6% | -22.3% | +5.3% |
| YTD | +8.5% | +42.9% | -34.4% | +11.4% |
| 1Y | +22.1% | +38.7% | -16.7% | +25.2% |
| All | +22.1% | +36.1% | -14.1% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling