+331.9%
CLS vs FLR
+520.6%
-188.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.7% | +5.3% |
| 7D | +23.5% | +10.1% | +13.4% | +19.4% |
| 30D | -28.9% | -0.5% | -28.5% | -28.4% |
| 3M | -25.2% | -4.8% | -20.3% | -23.5% |
| 6M | -32.1% | +10.7% | -42.8% | -34.3% |
| YTD | -14.1% | +25.0% | -39.0% | -20.3% |
| 1Y | -24.1% | +8.3% | -32.4% | -25.7% |
| 3Y | +897.0% | +36.8% | +860.1% | +794.9% |
| 5Y | +2,089.9% | +121.8% | +1,968.1% | +1,525.6% |
| 10Y | +2,022.2% | +9.2% | +2,013.1% | +1,448.0% |
| All | +331.9% | +520.6% | -188.7% | +38.5% |
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 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