+42.1%
CPB vs FLR
+603.8%
-561.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -3.3% |
| 7D | -8.6% | +5.4% | -14.0% | -8.8% |
| 30D | -7.2% | +11.4% | -18.6% | -7.8% |
| 3M | +0.9% | +11.4% | -10.5% | +0.2% |
| 6M | -11.8% | +16.6% | -28.4% | -12.8% |
| YTD | -19.4% | +41.7% | -61.1% | -21.2% |
| 1Y | -30.4% | +35.4% | -65.8% | -31.9% |
| 3Y | -40.2% | +57.3% | -97.5% | -42.7% |
| 5Y | -39.5% | +241.0% | -280.5% | -45.4% |
| 10Y | -47.4% | +16.6% | -64.0% | -49.9% |
| All | +42.1% | +603.8% | -561.7% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling