-16.8%
CDW vs FLNC
-67.0%
+50.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.7% | -11.9% | -5.7% |
| 7D | -3.9% | +6.0% | -9.8% | -4.4% |
| 30D | +6.9% | -16.3% | +23.2% | +8.3% |
| 3M | +7.7% | -54.1% | +61.8% | +13.8% |
| 6M | +18.3% | -25.3% | +43.6% | +17.8% |
| YTD | +7.8% | -44.2% | +51.9% | +8.2% |
| 1Y | -12.2% | +53.1% | -65.3% | -22.0% |
| 3Y | -28.9% | -58.3% | +29.4% | -34.3% |
| All | -16.8% | -67.0% | +50.3% | -27.6% |
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