+45.9%
CSX vs FLNC
-69.1%
+115.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.8% |
| 7D | -3.4% | -4.9% | +1.5% | -3.2% |
| 30D | -3.1% | -27.3% | +24.2% | -1.8% |
| 3M | +7.2% | -61.9% | +69.0% | +11.1% |
| 6M | +16.2% | -34.5% | +50.7% | +16.2% |
| YTD | +37.5% | -47.7% | +85.2% | +38.0% |
| 1Y | +53.2% | +53.3% | -0.1% | +42.5% |
| 3Y | +68.2% | -62.4% | +130.7% | +61.0% |
| All | +45.9% | -69.1% | +115.0% | +37.6% |
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