+28.0%
CL vs FLNC
-71.1%
+99.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | -0.2% |
| 7D | -2.4% | -5.0% | +2.6% | -2.5% |
| 30D | -4.8% | -26.1% | +21.3% | -5.3% |
| 3M | -1.7% | -55.2% | +53.5% | -2.9% |
| 6M | -3.8% | -42.6% | +38.8% | -4.3% |
| YTD | +13.3% | -51.0% | +64.3% | +12.6% |
| 1Y | +8.3% | +43.3% | -35.1% | +8.6% |
| 3Y | +28.8% | -63.4% | +92.2% | +29.1% |
| All | +28.0% | -71.1% | +99.1% | +31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling