+250.7%
CP vs FLR
+10.4%
+240.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +2.8% | +5.1% | -2.3% | +2.0% |
| 30D | +11.0% | -0.5% | +11.5% | +10.9% |
| 3M | +3.8% | -3.5% | +7.3% | +4.0% |
| 6M | +9.5% | +16.5% | -7.0% | +5.9% |
| YTD | +28.2% | +27.3% | +0.9% | +21.5% |
| 1Y | +33.0% | +10.6% | +22.3% | +28.6% |
| 3Y | +35.5% | +39.4% | -3.8% | +22.8% |
| 5Y | +25.8% | +126.4% | -100.6% | +4.1% |
| 10Y | +250.7% | +8.4% | +242.3% | +201.3% |
| All | +250.7% | +10.4% | +240.4% | +201.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling