+272.2%
CME vs FLR
+18.3%
+253.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | -2.4% | -6.9% | +4.5% | -1.8% |
| 30D | +6.2% | +1.1% | +5.1% | +6.0% |
| 3M | +4.4% | +14.3% | -9.9% | +2.8% |
| 6M | -9.6% | +19.1% | -28.8% | -11.7% |
| YTD | +3.8% | +35.1% | -31.3% | +0.1% |
| 1Y | +9.5% | +29.5% | -19.9% | +5.7% |
| 3Y | +51.9% | +53.0% | -1.1% | +40.0% |
| 5Y | +78.7% | +238.9% | -160.2% | +47.0% |
| All | +272.2% | +18.3% | +253.9% | +178.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling