+58.1%
CSX vs FLNC
-85.3%
+143.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +1.5% |
| 7D | -0.3% | -16.2% | +15.9% | +0.4% |
| 30D | +8.7% | -28.1% | +36.8% | +10.0% |
| 3M | +4.2% | -61.3% | +65.5% | +8.0% |
| 6M | +16.7% | -79.9% | +96.5% | +23.2% |
| YTD | +44.5% | -74.3% | +118.8% | +48.8% |
| 1Y | +50.3% | -75.5% | +125.8% | +54.5% |
| 3Y | +76.3% | -70.4% | +146.7% | +67.9% |
| 5Y | +58.1% | -86.4% | +144.5% | +60.1% |
| All | +58.1% | -85.3% | +143.5% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling