-25.6%
CG vs FLNC
+53.3%
-79.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.7% |
| 7D | -4.3% | -4.9% | +0.6% | -4.0% |
| 30D | -5.1% | -27.3% | +22.2% | -3.1% |
| 3M | +8.7% | -61.9% | +70.6% | +15.0% |
| 6M | -9.2% | -34.5% | +25.3% | -8.5% |
| YTD | -18.9% | -47.7% | +28.8% | -16.9% |
| 1Y | -25.6% | +53.3% | -79.0% | -18.7% |
| All | -25.6% | +53.3% | -79.0% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling