+22.4%
CCI vs FLR
+19.7%
+2.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.3% |
| 7D | -0.3% | -3.5% | +3.2% | -0.1% |
| 30D | +2.2% | +4.2% | -1.9% | +2.0% |
| 3M | -16.9% | +8.1% | -25.0% | -17.3% |
| 6M | -11.5% | +21.5% | -33.1% | -12.6% |
| YTD | -12.8% | +36.8% | -49.6% | -14.4% |
| 1Y | -17.1% | +31.2% | -48.3% | -18.5% |
| 3Y | -9.6% | +53.9% | -63.5% | -13.2% |
| 5Y | -48.9% | +243.0% | -292.0% | -52.9% |
| All | +22.4% | +19.7% | +2.7% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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