+41.5%
CI vs FLNC
-69.8%
+111.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.3% | +9.2% | +0.9% |
| 7D | -1.1% | -4.2% | +3.1% | -1.1% |
| 30D | +0.5% | -20.0% | +20.5% | +0.5% |
| 3M | -5.2% | -56.9% | +51.7% | -4.9% |
| 6M | +4.3% | -35.5% | +39.9% | +4.1% |
| YTD | +2.8% | -48.8% | +51.6% | +2.5% |
| 1Y | -5.8% | +49.3% | -55.1% | -8.2% |
| 3Y | +4.7% | -61.8% | +66.5% | +4.5% |
| All | +41.5% | -69.8% | +111.3% | +46.0% |
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