+34.7%
CMS vs FLR
+93.7%
-59.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.5% | -2.2% |
| 7D | -1.3% | -0.8% | -0.5% | -1.3% |
| 30D | +6.3% | -9.1% | +15.4% | +6.6% |
| 3M | -2.1% | -4.7% | +2.6% | -1.9% |
| 6M | -5.1% | -14.2% | +9.2% | -4.8% |
| YTD | +1.3% | +17.3% | -16.0% | +0.3% |
| 1Y | -1.4% | +4.3% | -5.7% | -1.9% |
| 3Y | +36.9% | +30.7% | +6.2% | +31.1% |
| All | +34.7% | +93.7% | -59.0% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling