-28.5%
CCL vs FLEX
+659.4%
-687.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.0% | -7.9% | -2.0% |
| 7D | +3.1% | -7.2% | +10.2% | +5.0% |
| 30D | +17.5% | -34.8% | +52.3% | +41.5% |
| 3M | +6.8% | -35.6% | +42.4% | +28.1% |
| 6M | +18.7% | -45.0% | +63.7% | +48.6% |
| YTD | +3.0% | +29.4% | -26.4% | -28.0% |
| 1Y | +17.7% | +24.8% | -7.1% | -16.9% |
| 3Y | +155.6% | +304.4% | -148.8% | -20.3% |
| 5Y | +30.2% | +484.1% | -453.9% | -67.5% |
| 10Y | -28.5% | +640.4% | -668.9% | -87.7% |
| All | -28.5% | +659.4% | -687.9% | -87.7% |
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