-41.0%
CCL vs FLEX
+1,059.7%
-1,100.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -3.7% |
| 7D | -0.1% | +7.0% | -7.1% | -3.8% |
| 30D | -20.0% | -5.8% | -14.2% | -17.9% |
| 3M | -13.7% | -24.2% | +10.6% | -3.8% |
| 6M | -9.0% | +90.8% | -99.8% | -44.8% |
| YTD | -22.8% | +89.2% | -112.0% | -53.8% |
| 1Y | -25.3% | +104.7% | -130.0% | -58.4% |
| 3Y | +54.1% | +478.1% | -424.0% | -58.4% |
| 5Y | +3.5% | +726.2% | -722.7% | -77.5% |
| 10Y | -41.0% | +1,060.6% | -1,101.6% | -91.1% |
| All | -41.0% | +1,059.7% | -1,100.7% | -91.1% |
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