+5.5%
CG vs FLR
+245.1%
-239.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.0% |
| 7D | -6.4% | -3.1% | -3.3% | -5.4% |
| 30D | -7.1% | +4.9% | -12.0% | -8.7% |
| 3M | -1.6% | +10.8% | -12.4% | -6.4% |
| 6M | -8.3% | +19.7% | -28.0% | -16.7% |
| YTD | -23.8% | +38.4% | -62.2% | -34.6% |
| 1Y | -28.7% | +34.7% | -63.4% | -38.7% |
| 3Y | +49.2% | +56.7% | -7.5% | +14.5% |
| 5Y | +5.5% | +241.6% | -236.1% | -38.8% |
| All | +5.5% | +245.1% | -239.5% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling