+26.2%
CVS vs FLNC
-71.1%
+97.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.2% | 0.0% |
| 7D | -2.0% | -5.0% | +3.0% | -1.9% |
| 30D | +1.9% | -26.1% | +28.0% | +2.3% |
| 3M | -2.2% | -55.2% | +53.0% | -1.2% |
| 6M | +26.7% | -42.6% | +69.3% | +27.0% |
| YTD | +22.9% | -51.0% | +73.9% | +23.1% |
| 1Y | +32.9% | +43.3% | -10.4% | +30.7% |
| 3Y | +62.3% | -63.4% | +125.7% | +61.3% |
| All | +26.2% | -71.1% | +97.3% | +26.9% |
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 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