+219.5%
CAT vs FLNC
-86.0%
+305.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.7% |
| 7D | +7.4% | -11.2% | +18.6% | +8.8% |
| 30D | -19.7% | -24.6% | +5.0% | -17.5% |
| 3M | -29.6% | -64.6% | +35.0% | -22.1% |
| 6M | -33.2% | -78.8% | +45.6% | -23.4% |
| YTD | +5.7% | -76.3% | +82.0% | +16.6% |
| 1Y | +9.3% | -71.2% | +80.5% | +17.8% |
| 3Y | +158.3% | -71.9% | +230.2% | +152.0% |
| 5Y | +211.6% | -87.5% | +299.1% | +207.6% |
| All | +219.5% | -86.0% | +305.5% | +209.7% |
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