+115.8%
CMS vs FLR
+18.9%
+96.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | +1.2% | +0.7% | +0.6% | +1.2% |
| 30D | -3.2% | -0.7% | -2.5% | -3.2% |
| 3M | -2.2% | +14.3% | -16.5% | -2.4% |
| 6M | -9.4% | +25.6% | -35.0% | -9.8% |
| YTD | +0.7% | +42.9% | -42.2% | +0.1% |
| 1Y | +0.4% | +38.7% | -38.4% | -0.2% |
| 3Y | +35.2% | +61.8% | -26.6% | +33.6% |
| 5Y | +24.1% | +254.1% | -230.0% | +21.8% |
| 10Y | +115.8% | +20.0% | +95.8% | +119.3% |
| All | +115.8% | +18.9% | +96.9% | +119.3% |
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