-16.6%
CRH vs FLNC
-74.3%
+57.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -15.9% | +12.5% | -2.7% |
| 7D | +5.3% | -16.3% | +21.7% | +6.1% |
| 30D | +14.2% | -36.6% | +50.7% | +16.3% |
| 3M | -4.2% | -64.2% | +60.0% | -0.2% |
| 6M | -14.5% | -59.9% | +45.3% | -13.3% |
| YTD | -22.7% | -74.2% | +51.6% | -20.3% |
| 1Y | -16.6% | -75.4% | +58.9% | -14.6% |
| All | -16.6% | -74.3% | +57.7% | -14.6% |
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