+1.4%
CI vs FLR
+27.4%
-26.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -6.0% | -2.6% |
| 7D | -1.6% | -0.8% | -0.7% | -1.6% |
| 30D | +5.4% | -9.1% | +14.5% | +5.5% |
| 3M | +7.3% | -4.7% | +11.9% | +7.3% |
| 6M | +5.3% | -14.2% | +19.5% | +5.5% |
| YTD | +8.5% | +17.3% | -8.8% | +8.2% |
| 1Y | +17.1% | +4.3% | +12.8% | +16.8% |
| 3Y | +1.4% | +30.7% | -29.3% | -7.7% |
| All | +1.4% | +27.4% | -26.0% | -7.7% |
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