-68.4%
FLNC vs CAPR
+47.4%
-115.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +8.3% | +1.9% | +10.2% |
| 7D | -2.1% | +43.2% | -45.3% | -2.0% |
| 30D | -20.8% | +14.7% | -35.4% | -20.7% |
| 3M | -61.3% | +113.9% | -175.2% | -61.1% |
| 6M | -50.9% | -73.4% | +22.5% | -50.9% |
| YTD | -69.4% | -69.1% | -0.3% | -69.4% |
| 1Y | -68.4% | +47.2% | -115.6% | -68.1% |
| All | -68.4% | +47.4% | -115.8% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling