-5.1%
CMS vs FLR
-12.3%
+7.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.5% | -2.0% |
| 7D | -1.3% | -0.8% | -0.5% | -1.3% |
| 30D | +6.3% | -9.1% | +15.4% | +6.4% |
| 3M | -2.1% | -4.7% | +2.6% | -1.4% |
| 6M | -5.1% | -14.2% | +9.2% | -3.9% |
| All | -5.1% | -12.3% | +7.2% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling