+22.5%
CCI vs FLUT
-10.4%
+32.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -1.0% |
| 7D | -0.3% | -2.6% | +2.3% | -0.1% |
| 30D | +2.1% | +5.4% | -3.2% | +1.8% |
| 3M | -17.8% | -10.8% | -7.1% | -17.4% |
| 6M | -14.2% | -9.2% | -5.0% | -13.9% |
| YTD | -13.3% | -53.8% | +40.5% | -10.4% |
| 1Y | -16.6% | -66.0% | +49.4% | -12.6% |
| 3Y | -10.8% | -44.7% | +33.9% | -9.5% |
| 5Y | -50.3% | -50.6% | +0.3% | -50.2% |
| 10Y | +22.5% | -10.4% | +32.9% | +24.6% |
| All | +22.5% | -10.4% | +32.9% | +24.6% |
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