-3.1%
CMS vs FLR
+6.9%
-10.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.3% | -7.7% | +0.6% |
| 7D | -0.9% | +8.5% | -9.4% | -0.8% |
| 30D | +7.1% | -0.7% | +7.8% | +7.2% |
| 3M | -1.3% | -11.7% | +10.4% | -1.1% |
| 6M | -2.7% | +16.2% | -18.9% | -2.5% |
| YTD | +2.6% | +27.0% | -24.4% | +2.9% |
| All | -3.1% | +6.9% | -10.0% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling