+49.0%
CCL vs FLR
+56.0%
-7.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.0% |
| 7D | -4.4% | -3.1% | -1.3% | -3.3% |
| 30D | -18.2% | +4.9% | -23.1% | -19.8% |
| 3M | -17.7% | +10.8% | -28.5% | -21.9% |
| 6M | -13.0% | +19.7% | -32.7% | -20.5% |
| YTD | -24.5% | +38.4% | -62.8% | -34.6% |
| 1Y | -26.9% | +34.7% | -61.6% | -36.8% |
| All | +49.0% | +56.0% | -7.0% | -0.7% |
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 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