+1,875.3%
FLEX vs CCI
+1,091.9%
+783.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.6% | +7.1% | +5.4% |
| 7D | -19.3% | -0.1% | -19.2% | -19.6% |
| 30D | -41.5% | +28.4% | -69.9% | -46.9% |
| 3M | -43.1% | +20.0% | -63.1% | -47.1% |
| 6M | -48.2% | +0.8% | -49.0% | -49.7% |
| YTD | +15.5% | +3.6% | +11.9% | +9.9% |
| 1Y | +10.2% | +6.1% | +4.1% | +4.1% |
| 3Y | +256.8% | +7.2% | +249.6% | +223.0% |
| 5Y | +408.2% | -37.0% | +445.2% | +450.4% |
| 10Y | +580.8% | +54.2% | +526.7% | +427.1% |
| All | +1,875.3% | +1,091.9% | +783.4% | +573.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling