+43.1%
FLNC vs CHD
+2.3%
+40.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.7% |
| 7D | -4.1% | -4.5% | +0.4% | -9.2% |
| 30D | -24.8% | -6.7% | -18.1% | -30.8% |
| 3M | -59.1% | -2.7% | -56.4% | -59.2% |
| 6M | -42.0% | -4.9% | -37.0% | -42.3% |
| YTD | -49.8% | +13.3% | -63.1% | -35.8% |
| 1Y | +43.1% | +1.0% | +42.1% | +33.8% |
| All | +43.1% | +2.3% | +40.8% | +33.8% |
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