+157.2%
CF vs FLNC
-69.1%
+226.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.3% |
| 7D | +6.0% | -4.9% | +10.9% | +6.2% |
| 30D | +14.8% | -27.3% | +42.1% | +16.0% |
| 3M | +14.1% | -61.9% | +75.9% | +17.7% |
| 6M | +28.5% | -34.5% | +63.0% | +27.9% |
| YTD | +74.9% | -47.7% | +122.6% | +75.1% |
| 1Y | +61.7% | +53.3% | +8.4% | +49.4% |
| 3Y | +80.3% | -62.4% | +142.7% | +73.1% |
| All | +157.2% | -69.1% | +226.3% | +169.6% |
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