+233.3%
CP vs FLR
+17.1%
+216.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.7% |
| 7D | +0.6% | -3.1% | +3.7% | +1.1% |
| 30D | -0.5% | +4.9% | -5.4% | -1.3% |
| 3M | +0.1% | +10.8% | -10.7% | -2.1% |
| 6M | +7.8% | +19.7% | -11.9% | +3.7% |
| YTD | +22.9% | +38.4% | -15.5% | +15.4% |
| 1Y | +21.3% | +34.7% | -13.4% | +14.0% |
| 3Y | +20.4% | +56.7% | -36.3% | +7.3% |
| 5Y | +34.9% | +241.6% | -206.7% | +5.2% |
| 10Y | +233.3% | +20.2% | +213.1% | +172.4% |
| All | +233.3% | +17.1% | +216.2% | +172.4% |
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