+2.8%
CNH vs FLNC
-69.8%
+72.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.3% | +10.5% | +3.0% |
| 7D | +1.8% | -4.2% | +6.0% | +2.1% |
| 30D | +32.6% | -20.0% | +52.6% | +35.3% |
| 3M | +29.4% | -56.9% | +86.3% | +39.5% |
| 6M | +26.0% | -35.5% | +61.5% | +26.2% |
| YTD | +52.2% | -48.8% | +101.1% | +53.4% |
| 1Y | +23.9% | +49.3% | -25.4% | +3.3% |
| 3Y | +10.1% | -61.8% | +71.9% | +0.1% |
| All | +2.8% | -69.8% | +72.6% | -9.8% |
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