-29.4%
CCL vs FLEX
+658.8%
-688.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -2.1% |
| 7D | -1.5% | +2.2% | -3.8% | -3.4% |
| 30D | +16.5% | -32.6% | +49.1% | +37.8% |
| 3M | +11.2% | -35.5% | +46.7% | +33.2% |
| 6M | +22.6% | -45.6% | +68.2% | +54.4% |
| YTD | +2.6% | +30.7% | -28.1% | -28.7% |
| 1Y | +17.0% | +28.4% | -11.4% | -18.8% |
| 3Y | +145.5% | +301.7% | -156.1% | -23.1% |
| 5Y | +36.1% | +473.3% | -437.2% | -65.7% |
| 10Y | -29.4% | +651.7% | -681.2% | -88.1% |
| All | -29.4% | +658.8% | -688.3% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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