-46.7%
CPB vs FLR
+19.7%
-66.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.3% |
| 7D | -1.8% | -3.5% | +1.7% | -1.8% |
| 30D | -7.1% | +4.2% | -11.3% | -7.0% |
| 3M | -6.0% | +8.1% | -14.1% | -5.9% |
| 6M | -5.3% | +21.5% | -26.8% | -5.0% |
| YTD | -20.8% | +36.8% | -57.6% | -20.6% |
| 1Y | -33.8% | +31.2% | -65.0% | -33.6% |
| 3Y | -43.7% | +53.9% | -97.6% | -43.6% |
| 5Y | -40.7% | +243.0% | -283.8% | -40.6% |
| All | -46.7% | +19.7% | -66.5% | -42.3% |
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