+3,300.6%
CLS vs FLNC
-69.8%
+3,370.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.3% | +9.4% | +2.6% |
| 7D | +20.1% | -4.2% | +24.3% | +20.8% |
| 30D | +6.0% | -20.0% | +26.0% | +10.2% |
| 3M | -10.3% | -56.9% | +46.6% | +3.2% |
| 6M | +24.5% | -35.5% | +60.0% | +28.8% |
| YTD | +12.9% | -48.8% | +61.7% | +18.1% |
| 1Y | +36.7% | +49.3% | -12.6% | +16.0% |
| 3Y | +1,328.1% | -61.8% | +1,389.9% | +1,236.5% |
| All | +3,300.6% | -69.8% | +3,370.4% | +2,804.7% |
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