-68.4%
FLNC vs CRL
+85.3%
-153.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -7.3% | +17.5% | +11.6% |
| 7D | -2.1% | -12.8% | +10.7% | +0.6% |
| 30D | -20.8% | +5.0% | -25.8% | -21.6% |
| 3M | -61.3% | +39.4% | -100.7% | -64.1% |
| 6M | -50.9% | +89.4% | -140.2% | -59.4% |
| YTD | -69.4% | +63.6% | -132.9% | -70.4% |
| 1Y | -68.4% | +83.5% | -151.9% | -68.7% |
| All | -68.4% | +85.3% | -153.8% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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