+725.7%
FLEX vs CCI
-51.2%
+776.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | +6.4% | -0.3% | +6.6% | +6.4% |
| 30D | -5.9% | +2.1% | -8.0% | -6.1% |
| 3M | -23.5% | -17.8% | -5.6% | -21.8% |
| 6M | +83.7% | -14.2% | +97.9% | +86.2% |
| YTD | +86.5% | -13.3% | +99.8% | +88.1% |
| 1Y | +100.5% | -16.6% | +117.1% | +103.6% |
| 3Y | +469.8% | -10.8% | +480.6% | +438.6% |
| 5Y | +725.7% | -50.3% | +776.0% | +878.8% |
| All | +725.7% | -51.2% | +776.9% | +878.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling