-47.8%
CCI vs FLNC
-69.8%
+22.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.3% | +7.3% | -0.7% |
| 7D | -0.3% | -4.2% | +3.9% | -0.1% |
| 30D | +2.1% | -20.0% | +22.1% | +3.1% |
| 3M | -17.8% | -56.9% | +39.0% | -14.9% |
| 6M | -14.2% | -35.5% | +21.4% | -14.5% |
| YTD | -13.3% | -48.8% | +35.5% | -12.8% |
| 1Y | -16.6% | +49.3% | -65.9% | -22.8% |
| 3Y | -10.8% | -61.8% | +51.0% | -13.0% |
| All | -47.8% | -69.8% | +22.0% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling