+439.1%
CMS vs FLR
+482.5%
-43.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.7% | -1.7% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | +7.2% | -9.1% | +16.3% | +8.2% |
| 3M | -1.3% | -4.7% | +3.4% | -1.1% |
| 6M | -4.3% | -14.2% | +9.9% | -3.6% |
| YTD | +2.1% | +17.3% | -15.2% | -1.1% |
| 1Y | -0.6% | +4.3% | -4.9% | -2.5% |
| 3Y | +38.0% | +30.7% | +7.3% | +27.8% |
| 5Y | +33.6% | +101.3% | -67.7% | +14.8% |
| 10Y | +128.6% | +12.4% | +116.2% | +93.7% |
| All | +439.1% | +482.5% | -43.4% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling