+18.2%
FLR vs CRL
+256.2%
-238.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.8% |
| 7D | -3.1% | -4.6% | +1.5% | -1.3% |
| 30D | +4.9% | +0.5% | +4.5% | +4.6% |
| 3M | +10.8% | +46.6% | -35.8% | -6.3% |
| 6M | +19.7% | +57.3% | -37.6% | -3.0% |
| YTD | +38.4% | +39.5% | -1.2% | +17.1% |
| 1Y | +34.7% | +76.9% | -42.2% | +1.8% |
| 3Y | +56.7% | +39.4% | +17.3% | +20.7% |
| 5Y | +241.6% | -37.2% | +278.8% | +287.3% |
| All | +18.2% | +256.2% | -238.0% | -55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling