+13.1%
CARR vs FLNC
-70.4%
+83.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.0% | +1.2% |
| 7D | -3.8% | -4.1% | +0.3% | -3.4% |
| 30D | -8.9% | -24.8% | +15.9% | -6.4% |
| 3M | -17.3% | -59.1% | +41.8% | -10.2% |
| 6M | -1.4% | -42.0% | +40.6% | +0.6% |
| YTD | +10.0% | -49.8% | +59.8% | +12.0% |
| 1Y | -6.4% | +43.1% | -49.4% | -18.3% |
| 3Y | +1.5% | -61.0% | +62.5% | -5.6% |
| All | +13.1% | -70.4% | +83.4% | -2.2% |
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