-43.4%
CCL vs FLR
+18.3%
-61.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.1% |
| 7D | -4.3% | -6.9% | +2.6% | -1.6% |
| 30D | -19.0% | +1.1% | -20.1% | -19.6% |
| 3M | -13.1% | +14.3% | -27.4% | -19.0% |
| 6M | -13.3% | +19.1% | -32.4% | -21.1% |
| YTD | -25.2% | +35.1% | -60.4% | -35.4% |
| 1Y | -27.2% | +29.5% | -56.7% | -36.7% |
| 3Y | +49.2% | +53.0% | -3.8% | +13.8% |
| 5Y | +0.4% | +238.9% | -238.6% | -47.5% |
| All | -43.4% | +18.3% | -61.7% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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