+146.4%
CCL vs FLEX
+254.4%
-108.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | -0.9% |
| 7D | +3.1% | -19.3% | +22.4% | +9.1% |
| 30D | +13.7% | -41.5% | +55.2% | +32.6% |
| 3M | +3.8% | -43.1% | +46.9% | +21.6% |
| 6M | +9.3% | -48.2% | +57.5% | +28.6% |
| YTD | -1.1% | +15.5% | -16.6% | -21.4% |
| 1Y | +14.6% | +10.2% | +4.3% | -7.6% |
| 3Y | +146.4% | +256.8% | -110.4% | +18.1% |
| All | +146.4% | +254.4% | -108.0% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling