-18.0%
CPB vs FLR
+2.5%
-20.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +5.8% |
| 7D | +13.0% | +1.4% | +11.6% | +13.2% |
| 30D | +20.5% | -5.9% | +26.4% | +20.1% |
| 3M | +2.2% | -7.6% | +9.8% | +1.9% |
| 6M | +15.4% | -9.3% | +24.7% | +15.5% |
| YTD | -12.3% | +20.1% | -32.5% | -7.3% |
| 1Y | -18.0% | +3.0% | -21.0% | -14.4% |
| All | -18.0% | +2.5% | -20.5% | -14.4% |
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