+439.4%
CCI vs FLR
+603.8%
-164.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.5% | -1.4% |
| 7D | -0.4% | +5.4% | -5.8% | -1.4% |
| 30D | +2.7% | +11.4% | -8.7% | +0.2% |
| 3M | -18.2% | +11.4% | -29.6% | -20.7% |
| 6M | -14.8% | +16.6% | -31.4% | -18.9% |
| YTD | -12.6% | +41.7% | -54.3% | -20.1% |
| 1Y | -16.7% | +35.4% | -52.2% | -23.7% |
| 3Y | -10.5% | +57.3% | -67.8% | -24.7% |
| 5Y | -51.4% | +241.0% | -292.4% | -66.6% |
| 10Y | +20.0% | +16.6% | +3.4% | -11.9% |
| All | +439.4% | +603.8% | -164.4% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling