+652.8%
FLEX vs CCI
+64.7%
+588.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +2.2% | -3.4% | +5.6% | +3.1% |
| 30D | -32.6% | +9.9% | -42.6% | -34.7% |
| 3M | -35.5% | +22.7% | -58.2% | -39.5% |
| 6M | -45.6% | +0.8% | -46.4% | -46.6% |
| YTD | +30.7% | +4.1% | +26.6% | +25.8% |
| 1Y | +28.4% | -0.6% | +29.0% | +25.7% |
| 3Y | +301.7% | +9.4% | +292.2% | +257.7% |
| 5Y | +473.3% | -36.8% | +510.1% | +550.5% |
| All | +652.8% | +64.7% | +588.2% | +497.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling