+30.0%
CL vs FLR
+242.2%
-212.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.9% | -1.5% |
| 7D | -2.2% | +5.4% | -7.6% | -2.0% |
| 30D | -4.8% | +11.4% | -16.2% | -4.5% |
| 3M | +4.9% | +11.4% | -6.5% | +5.3% |
| 6M | -5.7% | +16.6% | -22.4% | -5.2% |
| YTD | +14.4% | +41.7% | -27.3% | +15.2% |
| 1Y | +8.7% | +35.4% | -26.7% | +9.4% |
| 3Y | +30.0% | +57.3% | -27.3% | +28.9% |
| All | +30.0% | +242.2% | -212.2% | +24.0% |
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 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