+32.1%
CL vs FLNC
-69.0%
+101.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +10.2% | -6.9% | +3.8% |
| 7D | +7.7% | -2.1% | +9.8% | +7.7% |
| 30D | +15.2% | -20.8% | +36.0% | +14.3% |
| 3M | +7.3% | -61.3% | +68.7% | +3.4% |
| 6M | +17.0% | -50.9% | +67.9% | +14.1% |
| YTD | +28.0% | -69.4% | +97.3% | +23.8% |
| 1Y | +32.1% | -68.4% | +100.5% | +27.9% |
| All | +32.1% | -69.0% | +101.1% | +27.9% |
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