+101.0%
CB vs FLR
+242.2%
-141.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.8% |
| 7D | +0.5% | +5.4% | -4.9% | +0.2% |
| 30D | -3.1% | +11.4% | -14.5% | -3.8% |
| 3M | +9.0% | +11.4% | -2.5% | +8.0% |
| 6M | +2.9% | +16.6% | -13.8% | +1.3% |
| YTD | +10.1% | +41.7% | -31.6% | +6.6% |
| 1Y | +22.8% | +35.4% | -12.6% | +18.9% |
| 3Y | +73.8% | +57.3% | +16.5% | +57.7% |
| All | +101.0% | +242.2% | -141.2% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling