+76.1%
CME vs FLR
+245.1%
-169.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.8% |
| 7D | -0.6% | -3.1% | +2.5% | -0.6% |
| 30D | +4.7% | +4.9% | -0.3% | +4.7% |
| 3M | +7.8% | +10.8% | -3.0% | +7.7% |
| 6M | -11.0% | +19.7% | -30.6% | -11.2% |
| YTD | +4.0% | +38.4% | -34.3% | +3.4% |
| 1Y | +9.1% | +34.7% | -25.6% | +8.4% |
| 3Y | +52.3% | +56.7% | -4.4% | +46.4% |
| 5Y | +76.1% | +241.6% | -165.5% | +49.5% |
| All | +76.1% | +245.1% | -169.0% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling