+1.4%
CRM vs FLNC
+46.9%
-45.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.5% | +1.9% |
| 7D | -4.4% | -4.1% | -0.4% | -4.4% |
| 30D | +28.1% | -24.8% | +52.9% | +28.8% |
| 3M | +48.8% | -59.1% | +107.9% | +52.2% |
| 6M | +28.3% | -42.0% | +70.2% | +28.9% |
| YTD | -6.0% | -49.8% | +43.8% | -4.9% |
| 1Y | +1.4% | +43.1% | -41.6% | -5.8% |
| All | +1.4% | +46.9% | -45.5% | -5.8% |
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