+115.6%
COP vs FLNC
-69.8%
+185.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.3% | +9.4% | +1.4% |
| 7D | -0.5% | -4.2% | +3.7% | -0.3% |
| 30D | +11.7% | -20.0% | +31.7% | +12.6% |
| 3M | +17.7% | -56.9% | +74.5% | +21.3% |
| 6M | +18.3% | -35.5% | +53.9% | +17.8% |
| YTD | +49.1% | -48.8% | +97.9% | +49.3% |
| 1Y | +53.3% | +49.3% | +4.1% | +40.4% |
| 3Y | +22.2% | -61.8% | +83.9% | +14.5% |
| All | +115.6% | -69.8% | +185.4% | +95.6% |
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 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