+109.3%
CRH vs FLNC
-70.4%
+179.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.8% |
| 7D | -6.1% | -4.1% | -2.0% | -5.8% |
| 30D | -9.3% | -24.8% | +15.5% | -7.2% |
| 3M | -15.2% | -59.1% | +43.9% | -9.2% |
| 6M | -14.2% | -42.0% | +27.8% | -13.1% |
| YTD | -28.3% | -49.8% | +21.5% | -27.3% |
| 1Y | -21.8% | +43.1% | -64.9% | -31.1% |
| 3Y | +71.6% | -61.0% | +132.6% | +59.7% |
| All | +109.3% | -70.4% | +179.6% | +84.9% |
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