+3,432.6%
CLS vs FLNC
-70.4%
+3,503.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.5% | +4.1% | +6.1% |
| 7D | +10.9% | -4.1% | +15.0% | +11.7% |
| 30D | +2.1% | -24.8% | +26.9% | +7.2% |
| 3M | -10.2% | -59.1% | +48.9% | +4.3% |
| 6M | +30.4% | -42.0% | +72.3% | +37.4% |
| YTD | +17.2% | -49.8% | +67.0% | +23.2% |
| 1Y | +41.0% | +43.1% | -2.1% | +20.7% |
| 3Y | +1,338.0% | -61.0% | +1,398.9% | +1,242.1% |
| All | +3,432.6% | -70.4% | +3,503.0% | +2,928.2% |
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