+424.2%
CL vs FLR
+603.8%
-179.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.9% | -1.3% |
| 7D | -2.2% | +5.4% | -7.6% | -2.6% |
| 30D | -4.8% | +11.4% | -16.2% | -5.8% |
| 3M | +4.9% | +11.4% | -6.5% | +3.6% |
| 6M | -5.7% | +16.6% | -22.4% | -7.5% |
| YTD | +14.4% | +41.7% | -27.3% | +10.4% |
| 1Y | +8.7% | +35.4% | -26.7% | +5.0% |
| 3Y | +30.0% | +57.3% | -27.3% | +21.2% |
| 5Y | +28.4% | +241.0% | -212.6% | +9.4% |
| 10Y | +50.1% | +16.6% | +33.4% | +33.3% |
| All | +424.2% | +603.8% | -179.6% | +284.9% |
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