-71.6%
FLNC vs CPB
-36.4%
-35.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.5% |
| 7D | -4.1% | -1.8% | -2.3% | -4.5% |
| 30D | -24.8% | -7.1% | -17.7% | -26.1% |
| 3M | -59.1% | -6.0% | -53.1% | -59.2% |
| 6M | -42.0% | -5.3% | -36.7% | -41.9% |
| YTD | -49.8% | -20.8% | -29.0% | -51.2% |
| 1Y | +43.1% | -33.8% | +76.9% | +36.3% |
| 3Y | -61.0% | -43.7% | -17.2% | -63.2% |
| All | -71.6% | -36.4% | -35.2% | -70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling