+5,331.8%
CF vs FLR
+90.9%
+5,240.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | -0.6% |
| 7D | -3.2% | -0.8% | -2.4% | -3.1% |
| 30D | +4.3% | -9.1% | +13.4% | +7.4% |
| 3M | +2.8% | -4.7% | +7.5% | +2.2% |
| 6M | +0.6% | -14.2% | +14.9% | +2.0% |
| YTD | +56.6% | +17.3% | +39.3% | +37.2% |
| 1Y | +49.6% | +4.3% | +45.4% | +36.9% |
| 3Y | +61.5% | +30.7% | +30.7% | +20.6% |
| 5Y | +124.0% | +101.3% | +22.7% | +32.6% |
| 10Y | +573.2% | +12.4% | +560.8% | +279.6% |
| All | +5,331.8% | +90.9% | +5,240.9% | +2,519.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling