+15.4%
FLR vs CRL
+249.3%
-233.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.6% |
| 7D | -6.9% | -6.9% | +0.1% | -4.2% |
| 30D | +1.1% | -3.2% | +4.3% | +2.3% |
| 3M | +14.3% | +46.5% | -32.2% | -3.3% |
| 6M | +19.1% | +63.1% | -44.0% | -4.9% |
| YTD | +35.1% | +36.9% | -1.7% | +15.2% |
| 1Y | +29.5% | +78.1% | -48.6% | -2.4% |
| 3Y | +53.0% | +36.7% | +16.3% | +18.8% |
| 5Y | +238.9% | -38.1% | +277.0% | +286.0% |
| All | +15.4% | +249.3% | -233.9% | -56.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling