+78.3%
FLNC vs CAI
-9.9%
+88.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.2% | +2.4% |
| 7D | -4.1% | -2.9% | -1.1% | -4.0% |
| 30D | -24.8% | +9.3% | -34.1% | -24.9% |
| 3M | -59.1% | +35.2% | -94.3% | -59.5% |
| 6M | -42.0% | +30.7% | -72.7% | -43.1% |
| YTD | -49.8% | -9.8% | -40.0% | -48.7% |
| 1Y | +43.1% | -28.9% | +71.9% | +44.1% |
| All | +78.3% | -9.9% | +88.1% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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