Adding to what Jim said:
The futur anterieur uses the future of the auxiliary and is a sort of a "future perfect" - ie. will have left/gone/eaten. - so Ils seront partis ce matin là, or elles seront rentrées chez elles, or je serai arrivé...
The conditionnel passé refers to something in the past which might or might not have occurred - ie. would have left/gone/eaten.
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