+35.1%
CMS vs FLR
+56.7%
-21.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.2% |
| 7D | +0.4% | +5.4% | -5.1% | +0.3% |
| 30D | -3.6% | +11.4% | -15.0% | -3.7% |
| 3M | -1.9% | +11.4% | -13.3% | -2.0% |
| 6M | -11.0% | +16.6% | -27.6% | -11.1% |
| YTD | +0.2% | +41.7% | -41.5% | -0.2% |
| 1Y | -1.3% | +35.4% | -36.7% | -1.7% |
| All | +35.1% | +56.7% | -21.7% | +24.8% |
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