+43.5%
CG vs FLR
+37.2%
+6.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.6% |
| 7D | -1.5% | +10.1% | -11.6% | -4.5% |
| 30D | +5.7% | -0.5% | +6.2% | +5.6% |
| 3M | -17.9% | -4.8% | -13.1% | -16.9% |
| 6M | -20.2% | +10.7% | -30.9% | -25.0% |
| YTD | -32.0% | +25.0% | -57.0% | -40.6% |
| 1Y | -27.0% | +8.3% | -35.3% | -32.5% |
| All | +43.5% | +37.2% | +6.3% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling