+1,249.5%
CLS vs FLNC
-63.7%
+1,313.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.7% | -1.7% |
| 7D | +5.0% | -5.0% | +10.0% | +5.9% |
| 30D | +4.8% | -26.1% | +30.9% | +10.6% |
| 3M | -10.4% | -55.2% | +44.8% | +2.9% |
| 6M | +20.8% | -42.6% | +63.4% | +28.2% |
| YTD | +10.0% | -51.0% | +61.0% | +16.3% |
| 1Y | +28.5% | +43.3% | -14.8% | +9.6% |
| All | +1,249.5% | -63.7% | +1,313.2% | +1,196.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling