+6,405.8%
CCI vs FLUT
+2,054.3%
+4,351.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.8% |
| 7D | -0.4% | -1.6% | +1.2% | -0.4% |
| 30D | +2.7% | +7.7% | -5.1% | +2.4% |
| 3M | -18.2% | -0.7% | -17.5% | -18.2% |
| 6M | -14.8% | -11.2% | -3.6% | -14.6% |
| YTD | -12.6% | -53.4% | +40.8% | -10.8% |
| 1Y | -16.7% | -65.8% | +49.0% | -14.3% |
| 3Y | -10.5% | -44.9% | +34.4% | -9.6% |
| 5Y | -51.4% | -49.7% | -1.7% | -51.2% |
| 10Y | +20.0% | -9.7% | +29.7% | +18.9% |
| All | +6,405.8% | +2,054.3% | +4,351.6% | +6,530.4% |
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 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