+312.1%
CG vs FLR
+18.3%
+293.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | 0.0% | -1.8% |
| 7D | -9.8% | -6.9% | -2.9% | -8.2% |
| 30D | -10.3% | +1.1% | -11.4% | -10.6% |
| 3M | -1.7% | +14.3% | -16.0% | -6.0% |
| 6M | -9.8% | +19.1% | -28.9% | -15.7% |
| YTD | -25.6% | +35.1% | -60.7% | -32.8% |
| 1Y | -32.5% | +29.5% | -62.0% | -38.6% |
| 3Y | +45.6% | +53.0% | -7.4% | +24.1% |
| 5Y | +3.7% | +238.9% | -235.3% | -27.9% |
| All | +312.1% | +18.3% | +293.8% | +163.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling