+34.6%
CP vs FLR
+2.5%
+32.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.5% |
| 7D | +5.6% | +1.4% | +4.2% | +5.5% |
| 30D | +10.0% | -5.9% | +16.0% | +10.5% |
| 3M | +4.4% | -7.6% | +12.0% | +4.8% |
| 6M | +14.1% | -9.3% | +23.4% | +14.5% |
| YTD | +29.1% | +20.1% | +8.9% | +22.8% |
| 1Y | +34.6% | +3.0% | +31.5% | +33.6% |
| All | +34.6% | +2.5% | +32.0% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling