+11.7%
CMI vs FLNC
-69.0%
+80.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +10.2% | -15.9% | -6.8% |
| 7D | -11.2% | -2.1% | -9.1% | -11.1% |
| 30D | -9.8% | -20.8% | +10.9% | -7.8% |
| 3M | -25.5% | -61.3% | +35.8% | -18.2% |
| 6M | -27.7% | -50.9% | +23.2% | -25.5% |
| YTD | -6.6% | -69.4% | +62.7% | +5.3% |
| 1Y | +11.7% | -68.4% | +80.1% | +25.4% |
| All | +11.7% | -69.0% | +80.6% | +25.4% |
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