-50.6%
CLF vs FLNC
-69.8%
+19.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.3% | +6.7% | -0.3% |
| 7D | -2.7% | -4.2% | +1.5% | -2.1% |
| 30D | -3.2% | -20.0% | +16.8% | +0.1% |
| 3M | -5.0% | -56.9% | +51.9% | +7.6% |
| 6M | +26.6% | -35.5% | +62.1% | +28.3% |
| YTD | -9.0% | -48.8% | +39.9% | -6.2% |
| 1Y | +11.8% | +49.3% | -37.4% | -8.5% |
| 3Y | -15.1% | -61.8% | +46.7% | -23.1% |
| All | -50.6% | -69.8% | +19.2% | -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 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