+313.0%
CLS vs FLR
+534.4%
-221.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.4% |
| 7D | +2.8% | +6.3% | -3.6% | +0.8% |
| 30D | -30.1% | +1.8% | -31.9% | -30.1% |
| 3M | -21.7% | -4.4% | -17.3% | -20.1% |
| 6M | -36.2% | +15.9% | -52.1% | -39.3% |
| YTD | -17.8% | +27.7% | -45.6% | -24.4% |
| 1Y | -26.8% | +11.6% | -38.4% | -29.1% |
| 3Y | +853.4% | +39.9% | +813.5% | +749.5% |
| 5Y | +2,005.0% | +127.5% | +1,877.5% | +1,449.4% |
| 10Y | +1,929.4% | +11.6% | +1,917.8% | +1,369.5% |
| All | +313.0% | +534.4% | -221.3% | +31.4% |
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 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