+41.9%
CMI vs FLNC
+53.3%
-11.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.7% |
| 7D | -0.7% | -4.9% | +4.1% | -0.3% |
| 30D | -13.4% | -27.3% | +13.8% | -10.9% |
| 3M | -17.0% | -61.9% | +44.9% | -10.4% |
| 6M | -1.6% | -34.5% | +32.8% | -0.2% |
| YTD | +11.0% | -47.7% | +58.7% | +16.3% |
| 1Y | +41.9% | +53.3% | -11.4% | +47.7% |
| All | +41.9% | +53.3% | -11.4% | +47.7% |
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 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