+118.7%
CCL vs FLR
+534.4%
-415.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -1.5% | +6.3% | -7.9% | -3.8% |
| 30D | +16.5% | +1.8% | +14.6% | +15.3% |
| 3M | +11.2% | -4.4% | +15.6% | +12.3% |
| 6M | +22.6% | +15.9% | +6.7% | +13.5% |
| YTD | +2.6% | +27.7% | -25.1% | -9.1% |
| 1Y | +17.0% | +11.6% | +5.3% | +8.8% |
| 3Y | +145.5% | +39.9% | +105.7% | +97.1% |
| 5Y | +36.1% | +127.5% | -91.4% | -12.9% |
| 10Y | -29.4% | +11.6% | -41.0% | -53.5% |
| All | +118.7% | +534.4% | -415.7% | -18.4% |
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