-7.2%
CNC vs FLNC
-70.4%
+63.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.5% |
| 7D | -0.9% | -4.1% | +3.1% | -0.8% |
| 30D | -1.0% | -24.8% | +23.8% | -0.2% |
| 3M | +4.5% | -59.1% | +63.6% | +7.0% |
| 6M | +85.2% | -42.0% | +127.2% | +86.3% |
| YTD | +61.4% | -49.8% | +111.2% | +62.3% |
| 1Y | +94.9% | +43.1% | +51.8% | +86.7% |
| 3Y | 0.0% | -61.0% | +61.0% | -1.4% |
| All | -7.2% | -70.4% | +63.1% | -6.8% |
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