-27.2%
CCL vs FLR
+30.6%
-57.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.3% |
| 7D | -4.3% | -6.9% | +2.6% | -2.1% |
| 30D | -19.0% | +1.1% | -20.1% | -19.5% |
| 3M | -13.1% | +14.3% | -27.4% | -18.5% |
| 6M | -13.3% | +19.1% | -32.4% | -21.0% |
| YTD | -25.2% | +35.1% | -60.4% | -33.4% |
| 1Y | -27.2% | +29.5% | -56.7% | -32.8% |
| All | -27.2% | +30.6% | -57.8% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling