+277.2%
CG vs FLR
-1.8%
+279.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.7% |
| 7D | -1.5% | +10.1% | -11.6% | -4.0% |
| 30D | +5.7% | -0.5% | +6.2% | +5.6% |
| 3M | -17.9% | -4.8% | -13.1% | -17.1% |
| 6M | -20.2% | +10.7% | -30.9% | -23.8% |
| YTD | -32.0% | +25.0% | -57.0% | -37.9% |
| 1Y | -27.0% | +8.3% | -35.3% | -30.7% |
| 3Y | +42.8% | +36.8% | +5.9% | +23.5% |
| 5Y | -23.4% | +121.8% | -145.2% | -42.8% |
| 10Y | +278.2% | +9.2% | +269.0% | +167.1% |
| All | +277.2% | -1.8% | +279.0% | +159.8% |
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 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