+61.8%
FLR vs CRL
+37.9%
+23.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.4% |
| 7D | +0.7% | -0.6% | +1.2% | +0.8% |
| 30D | -0.7% | +5.0% | -5.6% | -1.9% |
| 3M | +14.3% | +50.6% | -36.3% | +3.0% |
| 6M | +25.6% | +60.9% | -35.3% | +10.5% |
| YTD | +42.9% | +40.7% | +2.1% | +29.5% |
| 1Y | +38.7% | +73.3% | -34.6% | +18.8% |
| 3Y | +61.8% | +40.6% | +21.2% | +35.8% |
| All | +61.8% | +37.9% | +23.9% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling