+5,294.5%
CF vs FLR
+84.8%
+5,209.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.5% | +11.7% | +8.2% |
| 7D | +0.4% | -5.4% | +5.8% | +2.2% |
| 30D | +2.2% | -13.5% | +15.7% | +7.2% |
| 3M | +2.1% | -10.8% | +12.9% | +4.1% |
| 6M | -6.5% | -15.1% | +8.6% | -5.0% |
| YTD | +55.6% | +13.5% | +42.1% | +38.0% |
| 1Y | +42.3% | -5.1% | +47.4% | +35.1% |
| 3Y | +55.7% | +22.7% | +33.0% | +19.3% |
| 5Y | +122.4% | +94.8% | +27.6% | +33.4% |
| 10Y | +568.5% | +8.7% | +559.8% | +281.7% |
| All | +5,294.5% | +84.8% | +5,209.8% | +2,534.4% |
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