+39.9%
CL vs FLR
+93.7%
-53.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.5% | -2.0% |
| 7D | +1.3% | -0.8% | +2.1% | +1.3% |
| 30D | +11.4% | -9.1% | +20.5% | +11.1% |
| 3M | +4.4% | -4.7% | +9.1% | +4.4% |
| 6M | +10.8% | -14.2% | +25.0% | +10.7% |
| YTD | +25.1% | +17.3% | +7.8% | +25.7% |
| 1Y | +28.0% | +4.3% | +23.7% | +28.4% |
| 3Y | +37.6% | +30.7% | +6.9% | +36.2% |
| All | +39.9% | +93.7% | -53.8% | +34.8% |
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