+67.8%
CHYM vs FLNC
-69.0%
+136.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +10.2% | -4.3% | +5.2% |
| 7D | +3.7% | -2.1% | +5.8% | +3.8% |
| 30D | +5.6% | -20.8% | +26.4% | +7.0% |
| 3M | +19.7% | -61.3% | +81.0% | +27.1% |
| 6M | +35.3% | -50.9% | +86.1% | +35.4% |
| YTD | +18.7% | -69.4% | +88.0% | +22.1% |
| 1Y | +67.8% | -68.4% | +136.2% | +67.3% |
| All | +67.8% | -69.0% | +136.8% | +67.3% |
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 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