+84.9%
CL vs FLR
+10.4%
+74.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.2% |
| 7D | +2.6% | +5.1% | -2.5% | +2.5% |
| 30D | +11.8% | -0.5% | +12.2% | +11.8% |
| 3M | +5.9% | -3.5% | +9.4% | +5.9% |
| 6M | +13.3% | +16.5% | -3.1% | +12.9% |
| YTD | +27.1% | +27.3% | -0.2% | +26.2% |
| 1Y | +28.0% | +10.6% | +17.4% | +27.5% |
| 3Y | +39.4% | +39.4% | 0.0% | +36.7% |
| 5Y | +40.8% | +126.4% | -85.6% | +35.1% |
| 10Y | +84.9% | +8.4% | +76.5% | +81.0% |
| All | +84.9% | +10.4% | +74.5% | +81.0% |
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