-16.6%
CCI vs FLUT
-65.6%
+48.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.9% |
| 7D | -0.3% | -2.6% | +2.3% | +0.1% |
| 30D | +2.1% | +5.4% | -3.2% | +1.4% |
| 3M | -17.8% | -10.8% | -7.1% | -17.2% |
| 6M | -14.2% | -9.2% | -5.0% | -14.0% |
| YTD | -13.3% | -53.8% | +40.5% | -6.3% |
| 1Y | -16.6% | -66.0% | +49.4% | -8.9% |
| All | -16.6% | -65.6% | +48.9% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling