+29.2%
CMS vs FLNC
-70.4%
+99.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.8% |
| 7D | -1.9% | -4.1% | +2.1% | -1.9% |
| 30D | -4.1% | -24.8% | +20.7% | -4.0% |
| 3M | -7.1% | -59.1% | +52.0% | -6.7% |
| 6M | -10.1% | -42.0% | +31.9% | -10.2% |
| YTD | -1.7% | -49.8% | +48.1% | -2.0% |
| 1Y | -3.4% | +43.1% | -46.5% | -5.6% |
| 3Y | +31.6% | -61.0% | +92.5% | +30.2% |
| All | +29.2% | -70.4% | +99.5% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling