-72.3%
FLNC vs CHD
+18.6%
-90.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -4.7% |
| 7D | -5.0% | -4.7% | -0.3% | -6.6% |
| 30D | -26.1% | -8.3% | -17.8% | -28.3% |
| 3M | -55.2% | -4.0% | -51.1% | -55.4% |
| 6M | -42.6% | -6.5% | -36.1% | -42.8% |
| YTD | -51.0% | +13.1% | -64.1% | -48.9% |
| 1Y | +43.3% | +2.3% | +41.0% | +48.0% |
| 3Y | -63.4% | +1.8% | -65.2% | -62.7% |
| All | -72.3% | +18.6% | -90.9% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling