+3.3%
CI vs FLR
+60.4%
-57.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.4% |
| 7D | -2.6% | +0.7% | -3.2% | -2.6% |
| 30D | -2.4% | -0.7% | -1.7% | -2.3% |
| 3M | -4.8% | +14.3% | -19.1% | -4.8% |
| 6M | +2.1% | +25.6% | -23.5% | +1.9% |
| YTD | +1.4% | +42.9% | -41.5% | +1.0% |
| 1Y | -6.8% | +38.7% | -45.5% | -7.1% |
| 3Y | +3.3% | +61.8% | -58.5% | -1.9% |
| All | +3.3% | +60.4% | -57.1% | -1.9% |
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