+0.4%
CNH vs FLNC
-70.4%
+70.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.3% |
| 7D | -5.7% | -4.1% | -1.6% | -5.4% |
| 30D | +26.6% | -24.8% | +51.3% | +29.9% |
| 3M | +31.1% | -59.1% | +90.2% | +42.2% |
| 6M | +24.9% | -42.0% | +66.8% | +26.6% |
| YTD | +48.7% | -49.8% | +98.5% | +50.1% |
| 1Y | +22.2% | +43.1% | -20.9% | +2.4% |
| 3Y | +7.4% | -61.0% | +68.4% | -2.8% |
| All | +0.4% | -70.4% | +70.8% | -11.7% |
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