-68.4%
FLNC vs CBOE
+39.5%
-107.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +0.3% | +9.9% | +10.4% |
| 7D | -2.1% | +7.7% | -9.8% | +4.4% |
| 30D | -20.8% | +24.4% | -45.2% | -5.2% |
| 3M | -61.3% | +20.0% | -81.3% | -54.9% |
| 6M | -50.9% | +2.4% | -53.2% | -48.9% |
| YTD | -69.4% | +38.5% | -107.9% | -61.8% |
| 1Y | -68.4% | +39.0% | -107.4% | -60.7% |
| All | -68.4% | +39.5% | -107.9% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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