+10.9%
CMG vs FLNC
-69.0%
+79.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +10.2% | -4.3% | +5.8% |
| 7D | +22.5% | -2.1% | +24.6% | +22.5% |
| 30D | +14.1% | -20.8% | +34.9% | +14.2% |
| 3M | +4.1% | -61.3% | +65.4% | +4.5% |
| 6M | +10.1% | -50.9% | +60.9% | +6.0% |
| YTD | -4.9% | -69.4% | +64.5% | -5.8% |
| 1Y | +10.9% | -68.4% | +79.3% | +7.4% |
| All | +10.9% | -69.0% | +79.9% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling