-68.4%
FLNC vs CPB
-18.4%
-50.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +5.9% | +4.3% | +12.7% |
| 7D | -2.1% | +13.0% | -15.1% | +3.6% |
| 30D | -20.8% | +20.5% | -41.3% | -13.3% |
| 3M | -61.3% | +2.2% | -63.5% | -61.0% |
| 6M | -50.9% | +15.4% | -66.2% | -45.7% |
| YTD | -69.4% | -12.3% | -57.0% | -70.2% |
| 1Y | -68.4% | -18.0% | -50.4% | -70.6% |
| All | -68.4% | -18.4% | -50.0% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling