+39.4%
FLR vs CRL
+102.9%
-63.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +0.7% |
| 7D | +5.1% | -1.7% | +6.8% | +5.4% |
| 30D | -0.5% | +14.6% | -15.1% | -3.5% |
| 3M | -3.5% | +24.8% | -28.3% | -8.3% |
| 6M | +16.5% | +94.7% | -78.2% | -1.2% |
| YTD | +27.3% | +73.4% | -46.1% | +10.3% |
| 1Y | +10.6% | +104.7% | -94.0% | -7.9% |
| 3Y | +39.4% | +101.1% | -61.7% | +3.6% |
| All | +39.4% | +102.9% | -63.5% | +3.6% |
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