-31.7%
CPRT vs FLNC
-63.7%
+32.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.3% | -3.9% |
| 7D | -8.4% | -5.0% | -3.4% | -8.4% |
| 30D | +4.6% | -26.1% | +30.7% | +5.0% |
| 3M | -1.9% | -55.2% | +53.2% | -0.7% |
| 6M | -15.3% | -42.6% | +27.3% | -15.4% |
| YTD | -21.5% | -51.0% | +29.6% | -21.6% |
| 1Y | -36.6% | +43.3% | -80.0% | -39.9% |
| All | -31.7% | -63.7% | +32.1% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 3y: compounded portfolio wealth divided by compounded FLNC 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…
3y analysis · Full analysis span regression · 6 months rolling