+157.2%
CMI vs FLNC
-70.4%
+227.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +1.0% |
| 7D | -0.7% | -4.1% | +3.3% | -0.4% |
| 30D | -12.4% | -24.8% | +12.4% | -9.9% |
| 3M | -14.8% | -59.1% | +44.3% | -7.4% |
| 6M | +0.8% | -42.0% | +42.8% | +2.9% |
| YTD | +10.2% | -49.8% | +60.0% | +13.4% |
| 1Y | +37.4% | +43.1% | -5.7% | +24.1% |
| 3Y | +153.3% | -61.0% | +214.2% | +139.3% |
| All | +157.2% | -70.4% | +227.6% | +125.4% |
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 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