+447.4%
FLR vs CRL
+1,238.0%
-790.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.7% | -1.7% |
| 7D | +5.4% | -1.0% | +6.5% | +5.8% |
| 30D | +11.4% | +10.7% | +0.7% | +6.9% |
| 3M | +11.4% | +55.3% | -43.9% | -7.1% |
| 6M | +16.6% | +60.7% | -44.0% | -5.3% |
| YTD | +41.7% | +44.6% | -2.9% | +19.2% |
| 1Y | +35.4% | +77.7% | -42.3% | +3.9% |
| 3Y | +57.3% | +37.6% | +19.7% | +24.1% |
| 5Y | +241.0% | -35.8% | +276.8% | +251.0% |
| 10Y | +16.6% | +241.7% | -225.1% | -42.4% |
| All | +447.4% | +1,238.0% | -790.6% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling