+194.1%
CRWD vs FLNC
-70.4%
+264.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.4% |
| 7D | -3.0% | -4.1% | +1.1% | -2.5% |
| 30D | -6.8% | -24.8% | +18.0% | -2.6% |
| 3M | +19.6% | -59.1% | +78.7% | +36.2% |
| 6M | +87.1% | -42.0% | +129.0% | +93.4% |
| YTD | +76.4% | -49.8% | +126.2% | +83.0% |
| 1Y | +90.8% | +43.1% | +47.7% | +56.6% |
| 3Y | +380.0% | -61.0% | +440.9% | +335.6% |
| All | +194.1% | -70.4% | +264.5% | +115.7% |
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