+2,005.0%
CLS vs FLR
+127.2%
+1,877.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.3% |
| 7D | +2.8% | +6.3% | -3.6% | -0.2% |
| 30D | -30.1% | +1.8% | -31.9% | -30.2% |
| 3M | -21.7% | -4.4% | -17.3% | -19.5% |
| 6M | -36.2% | +15.9% | -52.1% | -41.1% |
| YTD | -17.8% | +27.7% | -45.6% | -27.9% |
| 1Y | -26.8% | +11.6% | -38.4% | -31.0% |
| 3Y | +853.4% | +39.9% | +813.5% | +696.5% |
| 5Y | +2,005.0% | +127.5% | +1,877.5% | +1,341.5% |
| All | +2,005.0% | +127.2% | +1,877.8% | +1,341.5% |
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