+133.6%
CCL vs FLR
+35.7%
+97.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | -1.2% | +5.4% | -6.6% | -3.0% |
| 30D | +13.1% | +2.8% | +10.3% | +11.8% |
| 3M | +3.4% | -6.4% | +9.8% | +5.2% |
| 6M | +18.7% | +8.8% | +9.9% | +12.8% |
| YTD | -2.3% | +23.6% | -25.8% | -11.7% |
| 1Y | +14.2% | +13.8% | +0.4% | +5.9% |
| 3Y | +133.6% | +36.5% | +97.1% | +69.9% |
| All | +133.6% | +35.7% | +97.9% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling