+73.0%
CF vs FLR
+58.4%
+14.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -3.1% |
| 7D | +6.0% | +5.4% | +0.6% | +5.8% |
| 30D | +14.8% | +11.4% | +3.5% | +14.1% |
| 3M | +14.1% | +11.4% | +2.6% | +13.1% |
| 6M | +28.5% | +16.6% | +11.9% | +26.8% |
| YTD | +74.9% | +41.7% | +33.2% | +68.3% |
| 1Y | +61.7% | +35.4% | +26.3% | +56.0% |
| All | +73.0% | +58.4% | +14.6% | +55.2% |
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 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