+64.8%
CF vs FLR
+47.2%
+17.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +4.8% | +5.1% | -0.4% | +4.6% |
| 30D | +9.7% | -0.5% | +10.2% | +9.7% |
| 3M | +1.2% | -3.5% | +4.7% | +1.4% |
| 6M | +7.4% | +16.5% | -9.1% | +5.9% |
| YTD | +60.5% | +27.3% | +33.3% | +55.6% |
| 1Y | +50.7% | +10.6% | +40.1% | +48.3% |
| 3Y | +64.8% | +39.4% | +25.4% | +52.5% |
| All | +64.8% | +47.2% | +17.6% | +52.5% |
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 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