+132.3%
CMS vs FLR
+17.5%
+114.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.3% | -7.7% | +0.4% |
| 7D | -0.9% | +8.5% | -9.4% | -1.0% |
| 30D | +7.1% | -0.7% | +7.8% | +7.1% |
| 3M | -1.3% | -11.7% | +10.4% | -1.2% |
| 6M | -2.7% | +16.2% | -18.9% | -2.9% |
| YTD | +2.6% | +27.0% | -24.4% | +2.2% |
| 1Y | -2.0% | +10.1% | -12.1% | -2.2% |
| 3Y | +39.6% | +46.2% | -6.6% | +38.1% |
| 5Y | +35.3% | +121.4% | -86.1% | +33.1% |
| 10Y | +132.3% | +11.0% | +121.3% | +139.5% |
| All | +132.3% | +17.5% | +114.8% | +139.5% |
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