+50.2%
CPB vs FLR
+534.4%
-484.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -4.1% | +6.3% | -10.4% | -4.4% |
| 30D | +16.9% | +1.8% | +15.1% | +16.7% |
| 3M | -0.6% | -4.4% | +3.8% | -0.5% |
| 6M | +11.4% | +15.9% | -4.5% | +10.2% |
| YTD | -14.8% | +27.7% | -42.6% | -16.4% |
| 1Y | -24.8% | +11.6% | -36.4% | -25.7% |
| 3Y | -36.6% | +39.9% | -76.5% | -39.0% |
| 5Y | -33.3% | +127.5% | -160.8% | -38.4% |
| 10Y | -40.4% | +11.6% | -52.0% | -43.2% |
| All | +50.2% | +534.4% | -484.2% | +16.4% |
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 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