+28.3%
CL vs FLNC
-58.7%
+87.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.1% | -0.2% |
| 7D | -1.4% | +6.0% | -7.3% | -1.2% |
| 30D | -5.2% | -16.3% | +11.1% | -5.6% |
| 3M | +3.3% | -54.1% | +57.4% | +1.7% |
| 6M | -4.4% | -25.3% | +20.9% | -4.5% |
| YTD | +13.9% | -44.2% | +58.1% | +13.3% |
| 1Y | +7.6% | +53.1% | -45.5% | +8.5% |
| All | +28.3% | -58.7% | +87.0% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling