-21.6%
CPRT vs FLNC
-70.4%
+48.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -2.7% |
| 7D | -11.2% | -4.1% | -7.1% | -11.0% |
| 30D | +3.3% | -24.8% | +28.1% | +4.8% |
| 3M | -3.6% | -59.1% | +55.5% | +0.9% |
| 6M | -15.8% | -42.0% | +26.2% | -15.4% |
| YTD | -23.5% | -49.8% | +26.3% | -23.3% |
| 1Y | -38.8% | +43.1% | -81.8% | -45.2% |
| 3Y | -33.4% | -61.0% | +27.5% | -37.3% |
| All | -21.6% | -70.4% | +48.8% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling