+6.8%
CNH vs FLNC
-63.7%
+70.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.4% | -2.6% |
| 7D | -2.5% | -5.0% | +2.5% | -2.2% |
| 30D | +27.0% | -26.1% | +53.1% | +29.4% |
| 3M | +32.6% | -55.2% | +87.8% | +39.4% |
| 6M | +23.6% | -42.6% | +66.2% | +25.0% |
| YTD | +47.8% | -51.0% | +98.8% | +49.0% |
| 1Y | +21.3% | +43.3% | -22.1% | +4.3% |
| All | +6.8% | -63.7% | +70.5% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling