-29.6%
CLS vs FLR
+2.5%
-32.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.8% | -8.3% | -8.5% |
| 7D | -21.1% | +1.4% | -22.5% | -21.8% |
| 30D | -38.2% | -5.9% | -32.3% | -35.3% |
| 3M | -36.3% | -7.6% | -28.7% | -33.7% |
| 6M | -43.8% | -9.3% | -34.5% | -41.5% |
| YTD | -20.0% | +20.1% | -40.2% | -35.7% |
| 1Y | -29.6% | +3.0% | -32.6% | -30.7% |
| All | -29.6% | +2.5% | -32.1% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling