-30.4%
CPB vs FLR
+31.2%
-61.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -3.6% |
| 7D | -8.6% | +5.4% | -14.0% | -8.1% |
| 30D | -7.2% | +11.4% | -18.6% | -6.1% |
| 3M | +0.9% | +11.4% | -10.5% | +2.6% |
| 6M | -11.8% | +16.6% | -28.4% | -9.5% |
| YTD | -19.4% | +41.7% | -61.1% | -14.9% |
| 1Y | -30.4% | +35.4% | -65.8% | -28.0% |
| All | -30.4% | +31.2% | -61.6% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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