+5,967.0%
CF vs FLR
+130.7%
+5,836.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.4% |
| 7D | +6.0% | +5.4% | +0.6% | +4.0% |
| 30D | +14.8% | +11.4% | +3.5% | +8.6% |
| 3M | +14.1% | +11.4% | +2.6% | +6.5% |
| 6M | +28.5% | +16.6% | +11.9% | +15.1% |
| YTD | +74.9% | +41.7% | +33.2% | +44.0% |
| 1Y | +61.7% | +35.4% | +26.3% | +33.9% |
| 3Y | +80.3% | +57.3% | +23.0% | +26.3% |
| 5Y | +226.0% | +241.0% | -15.0% | +55.4% |
| 10Y | +569.9% | +16.6% | +553.2% | +285.8% |
| All | +5,967.0% | +130.7% | +5,836.3% | +2,648.8% |
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