+7,706.8%
CCI vs FLUT
+1,663.9%
+6,042.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +0.8% |
| 7D | -1.4% | -1.2% | -0.2% | -1.4% |
| 30D | +12.7% | +5.0% | +7.7% | +12.5% |
| 3M | +23.0% | -16.4% | +39.4% | +23.6% |
| 6M | +0.6% | -14.6% | +15.2% | +1.0% |
| YTD | +4.9% | -61.9% | +66.8% | +7.7% |
| 1Y | +0.7% | -65.0% | +65.7% | +3.6% |
| 3Y | +10.2% | -44.8% | +55.0% | +11.4% |
| 5Y | -36.4% | -49.9% | +13.5% | -35.9% |
| 10Y | +66.6% | -26.1% | +92.7% | +66.0% |
| All | +7,706.8% | +1,663.9% | +6,042.9% | +7,903.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling