+69.3%
CCI vs FLUT
-26.8%
+96.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | +2.5% | -0.7% | +3.2% | +2.5% |
| 30D | +14.4% | +9.3% | +5.2% | +13.8% |
| 3M | +21.7% | -17.5% | +39.2% | +22.8% |
| 6M | +4.0% | -14.6% | +18.6% | +4.8% |
| YTD | +6.2% | -62.3% | +68.5% | +11.0% |
| 1Y | +5.4% | -59.6% | +65.0% | +9.8% |
| 3Y | +11.7% | -45.3% | +57.0% | +13.5% |
| 5Y | -35.6% | -50.4% | +14.8% | -35.1% |
| All | +69.3% | -26.8% | +96.1% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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