+85.5%
CB vs FLNC
-69.1%
+154.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -1.9% |
| 7D | +0.5% | -4.9% | +5.4% | +0.5% |
| 30D | -3.1% | -27.3% | +24.2% | -3.1% |
| 3M | +9.0% | -61.9% | +70.8% | +9.1% |
| 6M | +2.9% | -34.5% | +37.3% | +2.4% |
| YTD | +10.1% | -47.7% | +57.8% | +9.6% |
| 1Y | +22.8% | +53.3% | -30.5% | +19.4% |
| 3Y | +73.8% | -62.4% | +136.2% | +72.1% |
| All | +85.5% | -69.1% | +154.6% | +83.9% |
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