-42.4%
CAG vs FLNC
-70.4%
+27.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.7% |
| 7D | -5.7% | -4.1% | -1.6% | -5.7% |
| 30D | -2.4% | -24.8% | +22.4% | -2.6% |
| 3M | +9.8% | -59.1% | +68.9% | +9.3% |
| 6M | -10.8% | -42.0% | +31.1% | -11.3% |
| YTD | -10.8% | -49.8% | +39.0% | -11.2% |
| 1Y | -19.0% | +43.1% | -62.0% | -19.8% |
| 3Y | -39.7% | -61.0% | +21.3% | -40.4% |
| All | -42.4% | -70.4% | +27.9% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling