-11.4%
CDW vs FLNC
-70.4%
+58.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.5% | +5.4% | +7.6% |
| 7D | +0.9% | -4.1% | +5.0% | +1.2% |
| 30D | +13.1% | -24.8% | +37.8% | +15.6% |
| 3M | +19.7% | -59.1% | +78.8% | +27.7% |
| 6M | +30.7% | -42.0% | +72.7% | +32.9% |
| YTD | +14.7% | -49.8% | +64.5% | +16.1% |
| 1Y | -5.3% | +43.1% | -48.4% | -15.6% |
| 3Y | -23.8% | -61.0% | +37.1% | -29.3% |
| All | -11.4% | -70.4% | +58.9% | -22.3% |
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 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