+1,381.5%
CRS vs FLNC
-70.4%
+1,451.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.4% |
| 7D | -6.8% | -4.1% | -2.7% | -6.4% |
| 30D | -16.1% | -24.8% | +8.6% | -13.3% |
| 3M | -21.2% | -59.1% | +37.9% | -12.9% |
| 6M | +8.7% | -42.0% | +50.6% | +11.3% |
| YTD | +41.0% | -49.8% | +90.8% | +43.7% |
| 1Y | +82.7% | +43.1% | +39.6% | +55.1% |
| 3Y | +604.8% | -61.0% | +665.7% | +545.0% |
| All | +1,381.5% | -70.4% | +1,451.9% | +1,219.1% |
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