+1,237.1%
CLS vs FLR
+59.1%
+1,178.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +2.2% |
| 7D | +4.6% | +5.4% | -0.9% | +1.2% |
| 30D | -13.9% | +11.4% | -25.3% | -20.6% |
| 3M | -26.6% | +11.4% | -38.0% | -32.2% |
| 6M | +15.4% | +16.6% | -1.2% | +3.2% |
| YTD | +5.7% | +41.7% | -36.0% | -16.7% |
| 1Y | +41.1% | +35.4% | +5.7% | +14.4% |
| All | +1,237.1% | +59.1% | +1,178.0% | +860.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling