-16.2%
CPRT vs FLNC
-69.8%
+53.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.3% | +6.6% | -1.3% |
| 7D | -0.4% | -4.2% | +3.8% | -0.2% |
| 30D | +8.2% | -20.0% | +28.2% | +9.5% |
| 3M | +2.3% | -56.9% | +59.2% | +6.6% |
| 6M | -14.7% | -35.5% | +20.8% | -15.0% |
| YTD | -18.2% | -48.8% | +30.7% | -18.1% |
| 1Y | -33.4% | +49.3% | -82.6% | -40.6% |
| 3Y | -28.3% | -61.8% | +33.5% | -32.2% |
| All | -16.2% | -69.8% | +53.6% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling