+5.6%
CNC vs FLR
+238.1%
-232.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.5% |
| 7D | -0.9% | -3.5% | +2.6% | -0.7% |
| 30D | -1.0% | +4.2% | -5.1% | -1.3% |
| 3M | +4.5% | +8.1% | -3.5% | +3.7% |
| 6M | +85.2% | +21.5% | +63.7% | +81.6% |
| YTD | +61.4% | +36.8% | +24.6% | +57.0% |
| 1Y | +94.9% | +31.2% | +63.7% | +89.6% |
| 3Y | 0.0% | +53.9% | -53.9% | -6.7% |
| All | +5.6% | +238.1% | -232.5% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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