-42.6%
FLNC vs CBOE
-2.6%
-39.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -5.5% |
| 7D | -5.0% | -3.7% | -1.3% | -8.0% |
| 30D | -26.1% | +2.0% | -28.1% | -24.2% |
| 3M | -55.2% | -4.2% | -50.9% | -56.8% |
| 6M | -42.6% | +1.2% | -43.8% | -46.7% |
| All | -42.6% | -2.6% | -39.9% | -46.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling