-71.6%
FLNC vs CNI
+1.1%
-72.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.6% |
| 7D | -4.1% | -0.4% | -3.7% | -3.6% |
| 30D | -24.8% | -2.7% | -22.1% | -22.7% |
| 3M | -59.1% | +3.9% | -63.0% | -61.3% |
| 6M | -42.0% | +16.4% | -58.3% | -51.9% |
| YTD | -49.8% | +25.8% | -75.6% | -62.4% |
| 1Y | +43.1% | +32.4% | +10.7% | +0.7% |
| 3Y | -61.0% | +19.1% | -80.0% | -69.6% |
| All | -71.6% | +1.1% | -72.7% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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