-47.5%
CCI vs FLNC
-70.4%
+22.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +2.3% |
| 7D | -0.3% | -4.1% | +3.8% | -0.1% |
| 30D | +2.2% | -24.8% | +27.0% | +3.5% |
| 3M | -16.9% | -59.1% | +42.2% | -13.6% |
| 6M | -11.5% | -42.0% | +30.4% | -11.3% |
| YTD | -12.8% | -49.8% | +37.0% | -12.2% |
| 1Y | -17.1% | +43.1% | -60.2% | -23.0% |
| 3Y | -9.6% | -61.0% | +51.3% | -12.1% |
| All | -47.5% | -70.4% | +22.9% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling