+287.2%
CCJ vs FLNC
-71.1%
+358.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.3% | -2.3% |
| 7D | -3.2% | -5.0% | +1.8% | -2.5% |
| 30D | -1.3% | -26.1% | +24.8% | +3.2% |
| 3M | +2.5% | -55.2% | +57.7% | +14.6% |
| 6M | -18.9% | -42.6% | +23.7% | -16.1% |
| YTD | +6.5% | -51.0% | +57.5% | +11.4% |
| 1Y | +22.8% | +43.3% | -20.5% | +5.1% |
| 3Y | +164.5% | -63.4% | +227.9% | +149.9% |
| All | +287.2% | -71.1% | +358.3% | +253.3% |
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