+640.4%
FLEX vs CCI
+51.6%
+588.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.9% | +12.9% | +12.2% |
| 7D | -7.2% | +0.9% | -8.1% | -7.7% |
| 30D | -34.8% | +10.3% | -45.0% | -36.8% |
| 3M | -35.6% | +17.9% | -53.5% | -38.9% |
| 6M | -45.0% | -0.5% | -44.5% | -45.9% |
| YTD | +29.4% | +2.7% | +26.7% | +25.0% |
| 1Y | +24.8% | +3.1% | +21.7% | +20.4% |
| 3Y | +304.4% | +8.0% | +296.5% | +261.5% |
| 5Y | +484.1% | -37.8% | +521.9% | +565.5% |
| 10Y | +640.4% | +56.5% | +583.9% | +499.9% |
| All | +640.4% | +51.6% | +588.8% | +499.9% |
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