+4,835.2%
CP vs FLR
+603.8%
+4,231.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +0.9% |
| 7D | -2.7% | +5.4% | -8.1% | -3.9% |
| 30D | +0.2% | +11.4% | -11.2% | -2.9% |
| 3M | +2.6% | +11.4% | -8.8% | -1.2% |
| 6M | +6.0% | +16.6% | -10.7% | +0.1% |
| YTD | +24.9% | +41.7% | -16.8% | +12.2% |
| 1Y | +20.1% | +35.4% | -15.3% | +8.4% |
| 3Y | +16.4% | +57.3% | -40.9% | -3.9% |
| 5Y | +31.7% | +241.0% | -209.2% | -13.8% |
| 10Y | +223.9% | +16.6% | +207.2% | +130.0% |
| All | +4,835.2% | +603.8% | +4,231.4% | +2,165.1% |
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