-50.7%
CLF vs FLNC
-70.4%
+19.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.5% | +1.5% |
| 7D | -3.5% | -4.1% | +0.5% | -3.0% |
| 30D | -1.6% | -24.8% | +23.2% | +2.9% |
| 3M | -12.0% | -59.1% | +47.1% | +0.5% |
| 6M | +30.0% | -42.0% | +71.9% | +34.2% |
| YTD | -9.2% | -49.8% | +40.6% | -6.1% |
| 1Y | +2.3% | +43.1% | -40.8% | -15.7% |
| 3Y | -14.4% | -61.0% | +46.5% | -22.8% |
| All | -50.7% | -70.4% | +19.7% | -58.9% |
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 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