+73.2%
CB vs FLR
+56.7%
+16.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.9% |
| 7D | +0.5% | +5.4% | -4.9% | +0.6% |
| 30D | -3.1% | +11.4% | -14.5% | -2.9% |
| 3M | +9.0% | +11.4% | -2.5% | +9.2% |
| 6M | +2.9% | +16.6% | -13.8% | +3.1% |
| YTD | +10.1% | +41.7% | -31.6% | +10.1% |
| 1Y | +22.8% | +35.4% | -12.6% | +22.7% |
| All | +73.2% | +56.7% | +16.4% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling