-68.4%
FLNC vs CHD
+30.9%
-99.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +2.6% | +7.6% | +12.6% |
| 7D | -2.1% | +6.9% | -9.1% | +4.6% |
| 30D | -20.8% | +17.1% | -37.9% | -7.2% |
| 3M | -61.3% | +9.1% | -70.4% | -57.9% |
| 6M | -50.9% | +21.4% | -72.2% | -38.0% |
| YTD | -69.4% | +34.9% | -104.2% | -56.6% |
| 1Y | -68.4% | +31.0% | -99.4% | -55.3% |
| All | -68.4% | +30.9% | -99.3% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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