+19.7%
CP vs FLNC
-70.4%
+90.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.0% | +0.3% |
| 7D | -2.6% | -4.1% | +1.5% | -2.4% |
| 30D | -3.7% | -24.8% | +21.0% | -2.3% |
| 3M | +0.1% | -59.1% | +59.2% | +4.6% |
| 6M | +7.8% | -42.0% | +49.8% | +8.5% |
| YTD | +21.7% | -49.8% | +71.5% | +22.3% |
| 1Y | +18.6% | +43.1% | -24.5% | +8.3% |
| 3Y | +17.5% | -61.0% | +78.5% | +11.2% |
| All | +19.7% | -70.4% | +90.0% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling