+141.0%
CI vs FLR
+17.1%
+123.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.2% |
| 7D | -1.1% | -3.1% | +2.0% | -0.7% |
| 30D | +0.5% | +4.9% | -4.5% | -0.2% |
| 3M | -5.2% | +10.8% | -16.0% | -6.9% |
| 6M | +4.3% | +19.7% | -15.3% | +1.0% |
| YTD | +2.8% | +38.4% | -35.6% | -2.5% |
| 1Y | -5.8% | +34.7% | -40.5% | -10.7% |
| 3Y | +4.7% | +56.7% | -51.9% | -6.3% |
| 5Y | +42.7% | +241.6% | -198.9% | +10.7% |
| 10Y | +141.0% | +20.2% | +120.8% | +98.1% |
| All | +141.0% | +17.1% | +123.8% | +98.1% |
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