+141.3%
CF vs FLNC
-86.0%
+227.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +4.8% | -11.2% | +16.0% | +5.1% |
| 30D | +4.7% | -24.6% | +29.4% | +5.3% |
| 3M | +7.4% | -64.6% | +72.0% | +10.5% |
| 6M | +0.6% | -78.8% | +79.4% | +4.6% |
| YTD | +64.1% | -76.3% | +140.4% | +67.7% |
| 1Y | +51.4% | -71.2% | +122.6% | +52.6% |
| 3Y | +67.8% | -71.9% | +139.7% | +58.7% |
| 5Y | +114.1% | -87.5% | +201.7% | +133.3% |
| All | +141.3% | -86.0% | +227.3% | +158.1% |
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 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