-9.9%
CCI vs FLUT
-42.5%
+32.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +0.2% | +3.8% | -3.6% | -0.1% |
| 30D | +0.5% | +6.3% | -5.8% | 0.0% |
| 3M | -16.3% | -4.0% | -12.2% | -16.1% |
| 6M | -13.9% | -10.3% | -3.7% | -13.7% |
| YTD | -12.4% | -53.2% | +40.7% | -9.2% |
| 1Y | -15.2% | -65.0% | +49.9% | -11.1% |
| 3Y | -9.9% | -43.9% | +34.0% | -9.4% |
| All | -9.9% | -42.5% | +32.6% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling