+756.8%
CI vs FLR
+532.1%
+224.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | +2.6% | +5.1% | -2.5% | +1.4% |
| 30D | +7.3% | -0.5% | +7.8% | +7.0% |
| 3M | +9.5% | -3.5% | +13.0% | +9.6% |
| 6M | +6.4% | +16.5% | -10.0% | +1.3% |
| YTD | +12.0% | +27.3% | -15.3% | +3.5% |
| 1Y | +20.1% | +10.6% | +9.4% | +14.1% |
| 3Y | +9.6% | +39.4% | -29.8% | -6.8% |
| 5Y | +52.7% | +126.4% | -73.7% | +11.5% |
| 10Y | +150.3% | +8.4% | +141.9% | +82.7% |
| All | +756.8% | +532.1% | +224.7% | +290.7% |
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 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