+28.2%
CL vs FLNC
-69.8%
+98.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.9% | -0.6% |
| 7D | -2.3% | -4.2% | +1.9% | -2.4% |
| 30D | -5.5% | -20.0% | +14.5% | -5.8% |
| 3M | +0.8% | -56.9% | +57.7% | -0.4% |
| 6M | -4.2% | -35.5% | +31.3% | -4.6% |
| YTD | +13.4% | -48.8% | +62.3% | +12.8% |
| 1Y | +7.1% | +49.3% | -42.2% | +7.4% |
| 3Y | +29.0% | -61.8% | +90.8% | +29.3% |
| All | +28.2% | -69.8% | +98.0% | +31.5% |
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