+35.4%
FLR vs CRL
+78.8%
-43.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.7% | -2.1% |
| 7D | +5.4% | -1.0% | +6.5% | +5.6% |
| 30D | +11.4% | +10.7% | +0.7% | +9.4% |
| 3M | +11.4% | +55.3% | -43.9% | +1.8% |
| 6M | +16.6% | +60.7% | -44.0% | +4.9% |
| YTD | +41.7% | +44.6% | -2.9% | +29.6% |
| 1Y | +35.4% | +77.7% | -42.3% | +19.7% |
| All | +35.4% | +78.8% | -43.4% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling