+4,977.2%
CP vs FLR
+530.7%
+4,446.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.3% | -6.3% | +0.1% |
| 7D | +2.8% | +8.5% | -5.7% | +0.7% |
| 30D | +11.3% | -0.7% | +12.0% | +11.1% |
| 3M | +2.9% | -11.7% | +14.6% | +5.2% |
| 6M | +9.8% | +16.2% | -6.4% | +4.0% |
| YTD | +28.5% | +27.0% | +1.5% | +17.8% |
| 1Y | +33.5% | +10.1% | +23.4% | +26.5% |
| 3Y | +31.9% | +46.2% | -14.2% | +10.6% |
| 5Y | +25.5% | +121.4% | -95.9% | -8.5% |
| 10Y | +257.6% | +11.0% | +246.6% | +155.9% |
| All | +4,977.2% | +530.7% | +4,446.4% | +2,280.0% |
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