+19.6%
CCI vs FDS
+66.9%
-47.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.8% | +4.1% | +0.3% |
| 7D | -4.4% | -16.0% | +11.6% | +1.5% |
| 30D | +0.3% | -6.7% | +7.0% | +2.5% |
| 3M | -20.0% | +6.0% | -25.9% | -22.3% |
| 6M | -14.5% | +25.1% | -39.6% | -22.8% |
| YTD | -14.9% | -8.1% | -6.7% | -14.3% |
| 1Y | -17.7% | -26.0% | +8.4% | -10.4% |
| 3Y | -12.4% | -36.4% | +24.1% | -0.3% |
| 5Y | -50.1% | -27.7% | -22.4% | -46.6% |
| All | +19.6% | +66.9% | -47.3% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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