+107.0%
CTVA vs FLNC
-71.1%
+178.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | -0.1% |
| 7D | -4.7% | -5.0% | +0.3% | -4.5% |
| 30D | +11.1% | -26.1% | +37.2% | +12.4% |
| 3M | +13.7% | -55.2% | +68.9% | +17.2% |
| 6M | +11.2% | -42.6% | +53.8% | +11.9% |
| YTD | +26.9% | -51.0% | +77.9% | +27.9% |
| 1Y | +18.8% | +43.3% | -24.5% | +9.9% |
| 3Y | +75.9% | -63.4% | +139.3% | +69.8% |
| All | +107.0% | -71.1% | +178.1% | +96.5% |
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