+53.3%
FLNC vs CPB
-32.6%
+85.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | -0.4% |
| 7D | -4.9% | -8.6% | +3.7% | -9.5% |
| 30D | -27.3% | -7.2% | -20.0% | -30.3% |
| 3M | -61.9% | +0.9% | -62.8% | -60.4% |
| 6M | -34.5% | -11.8% | -22.7% | -36.9% |
| YTD | -47.7% | -19.4% | -28.3% | -51.0% |
| 1Y | +53.3% | -30.4% | +83.7% | +42.4% |
| All | +53.3% | -32.6% | +85.9% | +42.4% |
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