-68.5%
FLNC vs COO
-34.5%
-34.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.7% | +9.4% | +8.0% |
| 7D | +6.0% | -2.3% | +8.2% | +7.0% |
| 30D | -16.3% | -8.8% | -7.5% | -12.7% |
| 3M | -54.1% | +1.3% | -55.5% | -55.2% |
| 6M | -25.3% | -11.6% | -13.7% | -21.7% |
| YTD | -44.2% | -17.4% | -26.8% | -38.9% |
| 1Y | +53.1% | -1.6% | +54.7% | +48.1% |
| 3Y | -58.3% | -22.6% | -35.7% | -55.8% |
| All | -68.5% | -34.5% | -34.0% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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