-48.9%
CLF vs FLNC
-69.1%
+20.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.6% |
| 7D | +7.6% | -4.9% | +12.4% | +8.4% |
| 30D | -1.2% | -27.3% | +26.1% | +3.9% |
| 3M | -13.4% | -61.9% | +48.5% | 0.0% |
| 6M | +15.4% | -34.5% | +49.9% | +16.8% |
| YTD | -5.9% | -47.7% | +41.8% | -3.2% |
| 1Y | +18.8% | +53.3% | -34.5% | -3.1% |
| 3Y | -19.4% | -62.4% | +43.0% | -26.7% |
| All | -48.9% | -69.1% | +20.2% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling