+44.8%
CSX vs FLNC
-71.1%
+115.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +1.6% |
| 7D | +0.1% | -5.0% | +5.1% | +0.3% |
| 30D | -1.5% | -26.1% | +24.6% | -0.3% |
| 3M | +6.0% | -55.2% | +61.1% | +9.2% |
| 6M | +20.6% | -42.6% | +63.2% | +21.3% |
| YTD | +36.5% | -51.0% | +87.5% | +37.3% |
| 1Y | +55.0% | +43.3% | +11.6% | +44.6% |
| 3Y | +70.8% | -63.4% | +134.2% | +63.4% |
| All | +44.8% | -71.1% | +115.9% | +36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling