+431.1%
CLS vs FLR
+603.8%
-172.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.6% |
| 7D | +4.6% | +5.4% | -0.9% | +2.6% |
| 30D | -13.9% | +11.4% | -25.3% | -17.6% |
| 3M | -26.6% | +11.4% | -38.0% | -29.6% |
| 6M | +15.4% | +16.6% | -1.2% | +9.2% |
| YTD | +5.7% | +41.7% | -36.0% | -6.8% |
| 1Y | +41.1% | +35.4% | +5.7% | +26.7% |
| 3Y | +1,228.6% | +57.3% | +1,171.3% | +1,028.1% |
| 5Y | +3,240.6% | +241.0% | +2,999.7% | +2,026.2% |
| 10Y | +2,760.3% | +16.6% | +2,743.7% | +1,914.3% |
| All | +431.1% | +603.8% | -172.7% | +62.0% |
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