+442.9%
CAH vs FLNC
-70.4%
+513.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.6% |
| 7D | -5.1% | -4.1% | -1.0% | -5.1% |
| 30D | +0.2% | -24.8% | +24.9% | +0.1% |
| 3M | +6.3% | -59.1% | +65.4% | +6.0% |
| 6M | +9.4% | -42.0% | +51.4% | +9.2% |
| YTD | +15.0% | -49.8% | +64.8% | +14.4% |
| 1Y | +55.4% | +43.1% | +12.4% | +51.6% |
| 3Y | +173.8% | -61.0% | +234.8% | +168.3% |
| All | +442.9% | -70.4% | +513.3% | +428.7% |
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