-71.1%
FLNC vs CRL
-35.7%
-35.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.9% | -7.5% | -7.8% |
| 7D | -4.2% | -4.6% | +0.4% | -1.6% |
| 30D | -20.0% | +0.5% | -20.5% | -20.4% |
| 3M | -56.9% | +46.6% | -103.5% | -67.1% |
| 6M | -35.5% | +57.3% | -92.8% | -54.7% |
| YTD | -48.8% | +39.5% | -88.4% | -60.1% |
| 1Y | +49.3% | +76.9% | -27.6% | -2.1% |
| 3Y | -61.8% | +39.4% | -101.1% | -72.2% |
| All | -71.1% | -35.7% | -35.3% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling