+39.8%
CMS vs FLR
+35.7%
+4.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.7% |
| 7D | +1.7% | +5.4% | -3.6% | +1.7% |
| 30D | +6.2% | +2.8% | +3.3% | +6.2% |
| 3M | +0.6% | -6.4% | +7.0% | +0.7% |
| 6M | -1.8% | +8.8% | -10.5% | -1.7% |
| YTD | +3.8% | +23.6% | -19.7% | +3.9% |
| 1Y | -1.8% | +13.8% | -15.6% | -1.7% |
| 3Y | +39.8% | +36.5% | +3.4% | +29.7% |
| All | +39.8% | +35.7% | +4.1% | +29.7% |
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