+51.6%
CME vs FLR
+56.0%
-4.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -1.0% |
| 7D | -0.6% | -3.1% | +2.5% | -0.8% |
| 30D | +4.7% | +4.9% | -0.3% | +5.0% |
| 3M | +7.8% | +10.8% | -3.0% | +8.6% |
| 6M | -11.0% | +19.7% | -30.6% | -9.9% |
| YTD | +4.0% | +38.4% | -34.3% | +5.9% |
| 1Y | +9.1% | +34.7% | -25.6% | +11.1% |
| All | +51.6% | +56.0% | -4.4% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling