+328.7%
CFG vs FLR
-17.4%
+346.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.3% | +0.3% |
| 7D | +0.3% | +8.5% | -8.3% | -2.5% |
| 30D | +3.2% | -0.7% | +3.9% | +3.1% |
| 3M | -9.7% | -11.7% | +2.0% | -6.8% |
| 6M | +3.6% | +16.2% | -12.6% | -3.7% |
| YTD | +14.7% | +27.0% | -12.3% | +2.1% |
| 1Y | +29.6% | +10.1% | +19.5% | +20.7% |
| 3Y | +190.6% | +46.2% | +144.4% | +131.2% |
| 5Y | +67.1% | +121.4% | -54.4% | +10.7% |
| 10Y | +237.0% | +11.0% | +226.0% | +113.5% |
| All | +328.7% | -17.4% | +346.1% | +175.7% |
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