+471.5%
CF vs FLR
+9.0%
+462.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | +10.4% | +6.3% | +4.0% | +8.6% |
| 30D | +7.6% | +1.8% | +5.7% | +6.7% |
| 3M | +5.2% | -4.4% | +9.6% | +5.5% |
| 6M | -0.1% | +15.9% | -15.9% | -5.7% |
| YTD | +61.7% | +27.7% | +34.0% | +46.4% |
| 1Y | +50.3% | +11.6% | +38.7% | +40.5% |
| 3Y | +66.0% | +39.9% | +26.1% | +37.3% |
| 5Y | +114.5% | +127.5% | -13.0% | +52.2% |
| 10Y | +471.5% | +11.6% | +459.9% | +289.1% |
| All | +471.5% | +9.0% | +462.5% | +289.1% |
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