+137.7%
CF vs FLNC
-84.8%
+222.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.7% | +0.6% |
| 7D | +10.4% | -16.2% | +26.5% | +10.8% |
| 30D | +7.6% | -28.1% | +35.7% | +8.4% |
| 3M | +5.2% | -61.3% | +66.4% | +7.9% |
| 6M | -0.1% | -79.9% | +79.8% | +4.2% |
| YTD | +61.7% | -74.3% | +136.0% | +64.9% |
| 1Y | +50.3% | -75.5% | +125.8% | +53.0% |
| 3Y | +66.0% | -70.4% | +136.4% | +57.0% |
| 5Y | +114.5% | -86.4% | +200.9% | +132.8% |
| All | +137.7% | -84.8% | +222.6% | +153.8% |
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 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