+56.1%
CCL vs FLEX
+446.9%
-390.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | -5.0% | -0.9% | -4.2% | -4.8% |
| 30D | -20.3% | -10.1% | -10.2% | -17.6% |
| 3M | -15.1% | -31.3% | +16.2% | -5.2% |
| 6M | -15.1% | +71.3% | -86.4% | -37.6% |
| YTD | -21.8% | +81.2% | -103.0% | -44.8% |
| 1Y | -24.8% | +98.5% | -123.3% | -50.2% |
| All | +56.1% | +446.9% | -390.8% | -32.5% |
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