+8.3%
FLR vs CAI
-9.9%
+18.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.0% |
| 7D | -3.5% | -2.9% | -0.6% | -3.0% |
| 30D | +4.2% | +9.3% | -5.2% | +2.0% |
| 3M | +8.1% | +35.2% | -27.1% | +1.3% |
| 6M | +21.5% | +30.7% | -9.2% | +14.5% |
| YTD | +36.8% | -9.8% | +46.6% | +33.5% |
| 1Y | +31.2% | -28.9% | +60.1% | +29.2% |
| All | +8.3% | -9.9% | +18.2% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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