+60.7%
COP vs FLNC
-69.0%
+129.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +10.2% | -15.3% | -4.8% |
| 7D | -8.1% | -2.1% | -6.0% | -8.1% |
| 30D | +6.7% | -20.8% | +27.4% | +6.2% |
| 3M | +16.9% | -61.3% | +78.2% | +14.4% |
| 6M | +11.2% | -50.9% | +62.0% | +9.3% |
| YTD | +49.5% | -69.4% | +118.9% | +48.6% |
| 1Y | +60.7% | -68.4% | +129.1% | +58.6% |
| All | +60.7% | -69.0% | +129.6% | +58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling