-1.8%
CMS vs FLNC
-75.3%
+73.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +1.6% |
| 7D | +1.7% | -11.2% | +12.9% | +1.4% |
| 30D | +6.2% | -24.6% | +30.8% | +5.5% |
| 3M | +0.6% | -64.6% | +65.2% | -2.1% |
| 6M | -1.8% | -78.8% | +77.1% | -5.1% |
| YTD | +3.8% | -76.3% | +80.2% | -0.3% |
| 1Y | -1.8% | -71.2% | +69.4% | -5.9% |
| All | -1.8% | -75.3% | +73.5% | -5.9% |
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