+31.1%
CMS vs FLNC
-69.8%
+100.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.4% | -0.9% |
| 7D | +0.2% | -4.2% | +4.3% | +0.2% |
| 30D | -1.3% | -20.0% | +18.7% | -1.2% |
| 3M | -5.4% | -56.9% | +51.5% | -5.1% |
| 6M | -10.3% | -35.5% | +25.2% | -10.6% |
| YTD | -0.2% | -48.8% | +48.6% | -0.5% |
| 1Y | -0.9% | +49.3% | -50.1% | -3.2% |
| 3Y | +34.0% | -61.8% | +95.7% | +32.6% |
| All | +31.1% | -69.8% | +100.9% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling