+56.5%
CME vs FLNC
-67.0%
+123.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.7% | -7.8% | -1.0% |
| 7D | -2.9% | +6.0% | -8.8% | -2.8% |
| 30D | +5.5% | -16.3% | +21.9% | +5.3% |
| 3M | +11.0% | -54.1% | +65.1% | +10.2% |
| 6M | -9.7% | -25.3% | +15.6% | -10.0% |
| YTD | +4.9% | -44.2% | +49.0% | +4.5% |
| 1Y | +10.1% | +53.1% | -43.0% | +9.3% |
| 3Y | +53.5% | -58.3% | +111.8% | +54.8% |
| All | +56.5% | -67.0% | +123.5% | +55.6% |
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