-33.8%
CCL vs FLR
+8.6%
-42.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -3.5% |
| 7D | -0.3% | +10.1% | -10.4% | -4.1% |
| 30D | +10.3% | -0.5% | +10.8% | +10.2% |
| 3M | +6.6% | -4.8% | +11.4% | +7.9% |
| 6M | +20.0% | +10.7% | +9.3% | +12.6% |
| YTD | -1.9% | +25.0% | -26.8% | -13.0% |
| 1Y | +10.4% | +8.3% | +2.2% | +3.4% |
| 3Y | +134.8% | +36.8% | +98.0% | +86.0% |
| 5Y | +34.0% | +121.8% | -87.8% | -17.0% |
| All | -33.8% | +8.6% | -42.4% | -64.7% |
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