+478.7%
CL vs FLR
+534.4%
-55.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -0.8% | +6.3% | -7.1% | -1.2% |
| 30D | +9.5% | +1.8% | +7.7% | +9.3% |
| 3M | +6.8% | -4.4% | +11.2% | +6.9% |
| 6M | +14.3% | +15.9% | -1.6% | +12.3% |
| YTD | +26.3% | +27.7% | -1.5% | +22.6% |
| 1Y | +25.6% | +11.6% | +13.9% | +23.1% |
| 3Y | +38.5% | +39.9% | -1.4% | +30.2% |
| 5Y | +40.7% | +127.5% | -86.8% | +24.4% |
| 10Y | +83.1% | +11.6% | +71.5% | +62.6% |
| All | +478.7% | +534.4% | -55.7% | +327.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling