+26.7%
CP vs FLR
+27.4%
-0.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.0% | -2.1% |
| 7D | +2.8% | -0.8% | +3.6% | +2.8% |
| 30D | +10.2% | -9.1% | +19.3% | +11.4% |
| 3M | +2.4% | -4.7% | +7.0% | +2.5% |
| 6M | +7.7% | -14.2% | +21.9% | +8.7% |
| YTD | +26.0% | +17.3% | +8.7% | +20.9% |
| 1Y | +34.6% | +4.3% | +30.4% | +31.4% |
| 3Y | +26.7% | +30.7% | -4.1% | +12.4% |
| All | +26.7% | +27.4% | -0.8% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling