+53.3%
CPB vs FLR
+513.8%
-460.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.2% |
| 7D | -1.6% | +5.4% | -6.9% | -1.8% |
| 30D | +19.2% | +2.8% | +16.4% | +19.0% |
| 3M | -0.9% | -6.4% | +5.5% | -0.8% |
| 6M | +15.2% | +8.8% | +6.5% | +14.3% |
| YTD | -13.1% | +23.6% | -36.7% | -14.6% |
| 1Y | -22.4% | +13.8% | -36.2% | -23.5% |
| 3Y | -35.3% | +36.5% | -71.8% | -37.7% |
| 5Y | -33.0% | +119.3% | -152.3% | -38.0% |
| 10Y | -39.2% | +8.0% | -47.1% | -42.0% |
| All | +53.3% | +513.8% | -460.5% | +18.9% |
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