+98.5%
FLEX vs CCI
-18.8%
+117.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.0% |
| 7D | -0.9% | -0.4% | -0.5% | -1.0% |
| 30D | -10.1% | +2.7% | -12.8% | -9.5% |
| 3M | -31.3% | -18.2% | -13.1% | -31.8% |
| 6M | +71.3% | -14.8% | +86.1% | +71.5% |
| YTD | +81.2% | -12.6% | +93.8% | +80.8% |
| 1Y | +98.5% | -16.7% | +115.2% | +101.5% |
| All | +98.5% | -18.8% | +117.3% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling