-35.4%
CG vs FLR
+31.4%
-66.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.9% |
| 7D | -9.9% | -3.5% | -6.4% | -9.3% |
| 30D | -11.7% | +4.2% | -15.8% | -12.3% |
| 3M | -4.3% | +8.1% | -12.4% | -6.2% |
| 6M | -8.8% | +21.5% | -30.3% | -15.2% |
| YTD | -26.9% | +36.8% | -63.6% | -34.9% |
| 1Y | -35.4% | +31.2% | -66.6% | -42.2% |
| All | -35.4% | +31.4% | -66.8% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling