+42.5%
CI vs FLR
+242.2%
-199.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.2% |
| 7D | +1.3% | +5.4% | -4.1% | +1.0% |
| 30D | +4.4% | +11.4% | -6.9% | +3.7% |
| 3M | +0.7% | +11.4% | -10.8% | -0.2% |
| 6M | +0.3% | +16.6% | -16.3% | -1.0% |
| YTD | +3.8% | +41.7% | -37.9% | +1.0% |
| 1Y | -5.5% | +35.4% | -40.9% | -8.0% |
| 3Y | +8.1% | +57.3% | -49.2% | -0.1% |
| All | +42.5% | +242.2% | -199.7% | +12.8% |
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