+303.4%
CME vs FLR
+7.4%
+296.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +3.9% | +5.4% | -1.4% | +3.5% |
| 30D | +11.3% | +2.8% | +8.5% | +11.0% |
| 3M | +19.6% | -6.4% | +26.0% | +19.9% |
| 6M | +8.1% | +8.8% | -0.7% | +6.5% |
| YTD | +20.4% | +23.6% | -3.2% | +16.8% |
| 1Y | +16.5% | +13.8% | +2.7% | +13.8% |
| 3Y | +66.4% | +36.5% | +30.0% | +55.1% |
| 5Y | +74.5% | +119.3% | -44.9% | +51.1% |
| All | +303.4% | +7.4% | +296.0% | +211.4% |
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 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