-0.9%
CCL vs FLR
+245.1%
-246.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -19.9% |
| 3M | -17.7% | +10.8% | -28.5% | -22.0% |
| 6M | -13.0% | +19.7% | -32.7% | -20.5% |
| YTD | -24.5% | +38.4% | -62.8% | -34.7% |
| 1Y | -26.9% | +34.7% | -61.6% | -36.9% |
| 3Y | +50.8% | +56.7% | -5.9% | +12.3% |
| 5Y | -0.9% | +241.6% | -242.5% | -49.1% |
| All | -0.9% | +245.1% | -246.0% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling