+77.9%
CFG vs FLNC
-67.0%
+145.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.7% | -7.8% | -1.7% |
| 7D | +2.7% | +6.0% | -3.3% | +2.2% |
| 30D | -3.7% | -16.3% | +12.6% | -2.4% |
| 3M | +9.5% | -54.1% | +63.6% | +15.9% |
| 6M | +22.2% | -25.3% | +47.5% | +20.4% |
| YTD | +22.3% | -44.2% | +66.5% | +22.2% |
| 1Y | +39.4% | +53.1% | -13.7% | +21.1% |
| 3Y | +188.5% | -58.3% | +246.8% | +163.5% |
| All | +77.9% | -67.0% | +145.0% | +57.6% |
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