+71.8%
CF vs FLNC
-59.3%
+131.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.7% | -5.9% | +0.7% |
| 7D | -0.9% | +6.0% | -6.9% | -1.0% |
| 30D | +18.1% | -16.3% | +34.4% | +18.3% |
| 3M | +23.4% | -54.1% | +77.5% | +24.9% |
| 6M | +17.1% | -25.3% | +42.4% | +16.1% |
| YTD | +76.2% | -44.2% | +120.4% | +76.2% |
| 1Y | +62.3% | +53.1% | +9.1% | +53.3% |
| 3Y | +71.8% | -58.3% | +130.1% | +71.1% |
| All | +71.8% | -59.3% | +131.1% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling