+481.6%
CL vs FLR
+530.7%
-49.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.3% | -6.9% | +0.8% |
| 7D | +0.5% | +8.5% | -8.0% | -0.1% |
| 30D | +11.6% | -0.7% | +12.3% | +11.5% |
| 3M | +5.6% | -11.7% | +17.3% | +6.3% |
| 6M | +13.2% | +16.2% | -3.1% | +11.1% |
| YTD | +26.9% | +27.0% | -0.1% | +23.2% |
| 1Y | +27.3% | +10.1% | +17.3% | +24.9% |
| 3Y | +39.7% | +46.2% | -6.5% | +30.8% |
| 5Y | +41.3% | +121.4% | -80.1% | +25.2% |
| 10Y | +76.3% | +11.0% | +65.3% | +56.6% |
| All | +481.6% | +530.7% | -49.1% | +329.8% |
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 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