+471.5%
CF vs FLR
+7.4%
+464.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +4.8% | +5.4% | -0.6% | +3.4% |
| 30D | +4.7% | +2.8% | +1.9% | +3.6% |
| 3M | +7.4% | -6.4% | +13.8% | +8.3% |
| 6M | +0.6% | +8.8% | -8.2% | -3.7% |
| YTD | +64.1% | +23.6% | +40.5% | +49.7% |
| 1Y | +51.4% | +13.8% | +37.6% | +40.8% |
| 3Y | +67.8% | +36.5% | +31.3% | +39.5% |
| 5Y | +114.1% | +119.3% | -5.2% | +53.2% |
| All | +471.5% | +7.4% | +464.1% | +300.5% |
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