+101.5%
CFG vs FLR
+248.0%
-146.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | +2.7% | +0.7% | +2.0% | +2.5% |
| 30D | -3.7% | -0.7% | -3.0% | -3.8% |
| 3M | +9.5% | +14.3% | -4.9% | +4.1% |
| 6M | +22.2% | +25.6% | -3.4% | +11.9% |
| YTD | +22.3% | +42.9% | -20.5% | +7.3% |
| 1Y | +39.4% | +38.7% | +0.7% | +22.6% |
| 3Y | +188.5% | +61.8% | +126.7% | +126.2% |
| 5Y | +101.5% | +254.1% | -152.6% | +19.2% |
| All | +101.5% | +248.0% | -146.5% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling