+3,682.3%
CLS vs FLR
+245.1%
+3,437.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +2.7% |
| 7D | +20.1% | -3.1% | +23.2% | +22.0% |
| 30D | +6.0% | +4.9% | +1.1% | +3.3% |
| 3M | -10.3% | +10.8% | -21.1% | -15.8% |
| 6M | +24.5% | +19.7% | +4.8% | +12.8% |
| YTD | +12.9% | +38.4% | -25.5% | -5.0% |
| 1Y | +36.7% | +34.7% | +2.0% | +16.9% |
| 3Y | +1,328.1% | +56.7% | +1,271.4% | +1,036.1% |
| 5Y | +3,682.3% | +241.6% | +3,440.7% | +2,176.4% |
| All | +3,682.3% | +245.1% | +3,437.3% | +2,176.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling