-19.0%
CAG vs FLNC
+46.9%
-65.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.6% |
| 7D | -5.7% | -4.1% | -1.6% | -5.8% |
| 30D | -2.4% | -24.8% | +22.4% | -3.2% |
| 3M | +9.8% | -59.1% | +68.9% | +7.7% |
| 6M | -10.8% | -42.0% | +31.1% | -12.2% |
| YTD | -10.8% | -49.8% | +39.0% | -12.2% |
| 1Y | -19.0% | +43.1% | -62.0% | -23.3% |
| All | -19.0% | +46.9% | -65.8% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 1y: compounded portfolio wealth divided by compounded FLNC 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…
1y analysis · Full analysis span regression · 6 months rolling