+160.6%
CF vs FLNC
-71.1%
+231.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.1% | -2.0% |
| 7D | -2.0% | -5.0% | +3.0% | -1.8% |
| 30D | +15.3% | -26.1% | +41.4% | +16.3% |
| 3M | +24.3% | -55.2% | +79.5% | +27.4% |
| 6M | +23.9% | -42.6% | +66.5% | +24.0% |
| YTD | +77.3% | -51.0% | +128.3% | +77.8% |
| 1Y | +58.7% | +43.3% | +15.4% | +47.0% |
| 3Y | +72.8% | -63.4% | +136.2% | +65.8% |
| All | +160.6% | -71.1% | +231.7% | +173.6% |
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 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