+53.4%
CL vs FLR
+18.9%
+34.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -1.4% | +0.7% | -2.0% | -1.4% |
| 30D | -5.2% | -0.7% | -4.5% | -5.2% |
| 3M | +3.3% | +14.3% | -11.0% | +3.0% |
| 6M | -4.4% | +25.6% | -30.0% | -4.9% |
| YTD | +13.9% | +42.9% | -29.0% | +12.9% |
| 1Y | +7.6% | +38.7% | -31.1% | +6.6% |
| 3Y | +29.6% | +61.8% | -32.2% | +26.7% |
| 5Y | +28.1% | +254.1% | -226.0% | +21.2% |
| 10Y | +53.4% | +20.0% | +33.3% | +50.1% |
| All | +53.4% | +18.9% | +34.5% | +50.1% |
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