-68.5%
FLNC vs CPB
-34.1%
-34.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.8% | +4.9% | +7.1% |
| 7D | +6.0% | -8.2% | +14.2% | +3.6% |
| 30D | -16.3% | -5.6% | -10.7% | -17.6% |
| 3M | -54.1% | +3.0% | -57.1% | -53.3% |
| 6M | -25.3% | -12.7% | -12.6% | -26.3% |
| YTD | -44.2% | -18.0% | -26.2% | -45.3% |
| 1Y | +53.1% | -31.7% | +84.9% | +47.1% |
| 3Y | -58.3% | -41.0% | -17.4% | -60.2% |
| All | -68.5% | -34.1% | -34.4% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling