+362.4%
CFG vs FLR
-7.9%
+370.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +0.7% |
| 7D | +1.5% | +5.4% | -3.9% | -0.2% |
| 30D | -3.8% | +11.4% | -15.2% | -8.0% |
| 3M | +11.5% | +11.4% | +0.1% | +5.9% |
| 6M | +19.2% | +16.6% | +2.6% | +10.3% |
| YTD | +23.7% | +41.7% | -18.0% | +6.8% |
| 1Y | +38.8% | +35.4% | +3.4% | +20.8% |
| 3Y | +178.9% | +57.3% | +121.6% | +118.1% |
| 5Y | +101.8% | +241.0% | -139.2% | +15.2% |
| 10Y | +317.3% | +16.6% | +300.6% | +160.4% |
| All | +362.4% | -7.9% | +370.2% | +188.6% |
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