+20.4%
CB vs FLNC
+43.3%
-22.9%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.6% | +0.1% |
| 7D | -2.8% | -5.0% | +2.2% | -2.9% |
| 30D | -2.4% | -26.1% | +23.7% | -3.5% |
| 3M | +2.8% | -55.2% | +57.9% | +0.2% |
| 6M | +4.8% | -42.6% | +47.4% | +3.4% |
| YTD | +9.2% | -51.0% | +60.2% | +7.3% |
| All | +20.4% | +43.3% | -22.9% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling