-50.1%
CCI vs FLR
+230.6%
-280.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.6% |
| 7D | -4.4% | -6.9% | +2.5% | -4.1% |
| 30D | +0.3% | +1.1% | -0.8% | +0.2% |
| 3M | -20.0% | +14.3% | -34.3% | -20.7% |
| 6M | -14.5% | +19.1% | -33.6% | -15.8% |
| YTD | -14.9% | +35.1% | -50.0% | -16.9% |
| 1Y | -17.7% | +29.5% | -47.1% | -19.5% |
| 3Y | -12.4% | +53.0% | -65.4% | -19.8% |
| 5Y | -50.1% | +238.9% | -289.0% | -57.7% |
| All | -50.1% | +230.6% | -280.7% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling