+334.7%
CAT vs FLNC
-70.4%
+405.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.4% |
| 7D | +0.6% | -4.1% | +4.6% | +0.9% |
| 30D | -4.3% | -24.8% | +20.4% | -1.6% |
| 3M | -8.6% | -59.1% | +50.5% | -0.6% |
| 6M | +16.1% | -42.0% | +58.1% | +18.9% |
| YTD | +43.8% | -49.8% | +93.6% | +47.5% |
| 1Y | +91.5% | +43.1% | +48.4% | +73.6% |
| 3Y | +202.7% | -61.0% | +263.7% | +186.1% |
| All | +334.7% | -70.4% | +405.1% | +291.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling