-61.0%
FLNC vs CBOE
+89.1%
-150.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +1.1% |
| 7D | -4.1% | -5.8% | +1.8% | -7.5% |
| 30D | -24.8% | -3.1% | -21.6% | -25.8% |
| 3M | -59.1% | -4.8% | -54.3% | -59.6% |
| 6M | -42.0% | -0.6% | -41.4% | -41.2% |
| YTD | -49.8% | +12.8% | -62.6% | -46.3% |
| 1Y | +43.1% | +19.8% | +23.3% | +56.7% |
| 3Y | -61.0% | +86.9% | -147.9% | -57.3% |
| All | -61.0% | +89.1% | -150.1% | -57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling