+64.7%
CCI vs FLUT
-25.6%
+90.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | +3.2% | -1.5% | +4.7% | +3.3% |
| 30D | +12.2% | +3.4% | +8.8% | +11.9% |
| 3M | +23.1% | -12.5% | +35.6% | +23.9% |
| 6M | +1.3% | -18.5% | +19.7% | +2.2% |
| YTD | +4.5% | -61.6% | +66.1% | +9.1% |
| 1Y | +2.3% | -64.1% | +66.4% | +7.1% |
| 3Y | +9.8% | -44.5% | +54.3% | +11.5% |
| 5Y | -36.5% | -51.3% | +14.8% | -36.0% |
| 10Y | +64.7% | -25.6% | +90.3% | +70.0% |
| All | +64.7% | -25.6% | +90.3% | +70.0% |
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