+41.4%
CL vs FLNC
-86.4%
+127.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | 0.0% |
| 7D | -0.8% | -16.2% | +15.4% | -1.1% |
| 30D | +9.5% | -28.1% | +37.7% | +9.0% |
| 3M | +6.8% | -61.3% | +68.0% | +5.1% |
| 6M | +14.3% | -79.9% | +94.1% | +11.8% |
| YTD | +27.0% | -74.3% | +101.3% | +24.9% |
| 1Y | +26.3% | -75.5% | +101.8% | +24.3% |
| 3Y | +39.3% | -70.4% | +109.6% | +38.1% |
| All | +41.4% | -86.4% | +127.8% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling