+54.4%
CVS vs FLNC
-62.9%
+117.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.1% | -0.7% |
| 7D | -2.2% | -4.1% | +1.9% | -2.1% |
| 30D | -0.1% | -24.8% | +24.7% | +0.1% |
| 3M | -5.2% | -59.1% | +53.9% | -4.7% |
| 6M | +26.9% | -42.0% | +68.9% | +27.0% |
| YTD | +22.1% | -49.8% | +71.9% | +22.1% |
| 1Y | +30.8% | +43.1% | -12.3% | +31.0% |
| 3Y | +54.4% | -61.0% | +115.3% | +54.6% |
| All | +54.4% | -62.9% | +117.2% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling