-8.0%
CG vs FLNC
-69.8%
+61.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.3% | +4.3% | -2.8% |
| 7D | -6.4% | -4.2% | -2.3% | -5.9% |
| 30D | -7.1% | -20.0% | +12.9% | -4.2% |
| 3M | -1.6% | -56.9% | +55.3% | +9.9% |
| 6M | -8.3% | -35.5% | +27.2% | -8.1% |
| YTD | -23.8% | -48.8% | +25.0% | -22.1% |
| 1Y | -28.7% | +49.3% | -78.0% | -42.6% |
| 3Y | +49.2% | -61.8% | +110.9% | +34.2% |
| All | -8.0% | -69.8% | +61.8% | -20.3% |
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