+48.2%
CVX vs FLNC
-62.9%
+111.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.6% |
| 7D | +2.6% | -4.1% | +6.7% | +2.7% |
| 30D | +9.8% | -24.8% | +34.6% | +10.2% |
| 3M | +16.2% | -59.1% | +75.3% | +17.7% |
| 6M | +13.6% | -42.0% | +55.6% | +13.6% |
| YTD | +44.4% | -49.8% | +94.2% | +44.3% |
| 1Y | +40.6% | +43.1% | -2.5% | +33.6% |
| 3Y | +48.2% | -61.0% | +109.1% | +36.9% |
| All | +48.2% | -62.9% | +111.0% | +36.9% |
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 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