+66.8%
CCL vs FLR
+603.8%
-537.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +1.0% |
| 7D | -5.0% | +5.4% | -10.5% | -7.0% |
| 30D | -20.3% | +11.4% | -31.7% | -24.3% |
| 3M | -15.1% | +11.4% | -26.5% | -19.8% |
| 6M | -15.1% | +16.6% | -31.7% | -21.6% |
| YTD | -21.8% | +41.7% | -63.5% | -33.1% |
| 1Y | -24.8% | +35.4% | -60.2% | -35.2% |
| 3Y | +51.9% | +57.3% | -5.4% | +17.0% |
| 5Y | +4.0% | +241.0% | -236.9% | -43.0% |
| 10Y | -42.2% | +16.6% | -58.9% | -62.8% |
| All | +66.8% | +603.8% | -537.1% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling