-40.4%
CPB vs FLR
+9.0%
-49.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -4.1% | +6.3% | -10.4% | -4.0% |
| 30D | +16.9% | +1.8% | +15.1% | +17.0% |
| 3M | -0.6% | -4.4% | +3.8% | -0.5% |
| 6M | +11.4% | +15.9% | -4.5% | +11.6% |
| YTD | -14.8% | +27.7% | -42.6% | -14.6% |
| 1Y | -24.8% | +11.6% | -36.4% | -24.6% |
| 3Y | -36.6% | +39.9% | -76.5% | -36.5% |
| 5Y | -33.3% | +127.5% | -160.8% | -33.2% |
| 10Y | -40.4% | +11.6% | -52.0% | -35.2% |
| All | -40.4% | +9.0% | -49.4% | -35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling