+1,060.6%
FLEX vs CCI
+17.2%
+1,043.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | +7.0% | +0.2% | +6.8% | +6.9% |
| 30D | -5.8% | +0.5% | -6.3% | -6.0% |
| 3M | -24.2% | -16.3% | -7.9% | -21.0% |
| 6M | +90.8% | -13.9% | +104.8% | +96.1% |
| YTD | +89.2% | -12.4% | +101.6% | +92.1% |
| 1Y | +104.7% | -15.2% | +119.9% | +110.0% |
| 3Y | +478.1% | -9.9% | +488.0% | +448.4% |
| 5Y | +726.2% | -50.8% | +777.0% | +923.0% |
| 10Y | +1,060.6% | +18.3% | +1,042.3% | +937.9% |
| All | +1,060.6% | +17.2% | +1,043.4% | +937.9% |
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