+36.5%
CMS vs FLNC
-86.0%
+122.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +1.7% |
| 7D | +1.7% | -11.2% | +12.9% | +1.8% |
| 30D | +6.2% | -24.6% | +30.8% | +6.2% |
| 3M | +0.6% | -64.6% | +65.2% | +0.9% |
| 6M | -1.8% | -78.8% | +77.1% | -1.3% |
| YTD | +3.8% | -76.3% | +80.2% | +3.8% |
| 1Y | -1.8% | -71.2% | +69.4% | -2.2% |
| 3Y | +39.8% | -71.9% | +111.7% | +37.7% |
| 5Y | +37.1% | -87.5% | +124.6% | +29.7% |
| All | +36.5% | -86.0% | +122.5% | +29.8% |
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