+141.0%
CF vs FLNC
-85.9%
+226.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.8% | +8.2% | +1.5% |
| 7D | +5.4% | -7.1% | +12.4% | +5.5% |
| 30D | +6.5% | -30.2% | +36.7% | +7.4% |
| 3M | +4.6% | -64.1% | +68.8% | +7.6% |
| 6M | -3.3% | -77.7% | +74.4% | +0.4% |
| YTD | +63.9% | -76.1% | +139.9% | +67.4% |
| 1Y | +50.4% | -75.4% | +125.8% | +52.8% |
| 3Y | +68.2% | -72.4% | +140.6% | +59.4% |
| 5Y | +113.8% | -87.4% | +201.2% | +132.9% |
| All | +141.0% | -85.9% | +226.8% | +157.7% |
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