+282.7%
FLEX vs CCI
+12.1%
+270.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -3.8% |
| 7D | +7.5% | +2.5% | +4.9% | +8.0% |
| 30D | -25.3% | +14.4% | -39.7% | -23.5% |
| 3M | -39.7% | +21.7% | -61.4% | -37.9% |
| 6M | -47.9% | +4.0% | -51.9% | -47.3% |
| YTD | +24.1% | +6.2% | +17.9% | +26.1% |
| 1Y | +26.0% | +5.4% | +20.5% | +27.8% |
| 3Y | +282.7% | +11.7% | +271.0% | +279.7% |
| All | +282.7% | +12.1% | +270.6% | +279.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling