+84.1%
CL vs FLR
+9.0%
+75.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -0.8% | +6.3% | -7.1% | -0.9% |
| 30D | +9.5% | +1.8% | +7.7% | +9.5% |
| 3M | +6.8% | -4.4% | +11.2% | +6.8% |
| 6M | +14.3% | +15.9% | -1.6% | +13.8% |
| YTD | +27.0% | +27.7% | -0.7% | +26.1% |
| 1Y | +26.3% | +11.6% | +14.7% | +25.7% |
| 3Y | +39.3% | +39.9% | -0.6% | +36.6% |
| 5Y | +41.5% | +127.5% | -86.0% | +35.8% |
| 10Y | +84.1% | +11.6% | +72.5% | +81.1% |
| All | +84.1% | +9.0% | +75.1% | +81.1% |
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