-17.9%
CDW vs FLNC
-71.1%
+53.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.5% |
| 7D | -7.4% | -5.0% | -2.4% | -7.0% |
| 30D | +5.8% | -26.1% | +31.9% | +8.3% |
| 3M | +10.8% | -55.2% | +66.0% | +17.2% |
| 6M | +21.5% | -42.6% | +64.1% | +23.6% |
| YTD | +6.4% | -51.0% | +57.4% | +7.9% |
| 1Y | -14.8% | +43.3% | -58.1% | -24.1% |
| 3Y | -29.9% | -63.4% | +33.5% | -34.5% |
| All | -17.9% | -71.1% | +53.2% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling