+69.3%
CCI vs FDS
+127.7%
-58.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +2.5% | +1.5% | +1.1% | +2.0% |
| 30D | +14.4% | +14.8% | -0.4% | +8.8% |
| 3M | +21.7% | +16.3% | +5.4% | +14.5% |
| 6M | +4.0% | +66.2% | -62.2% | -14.8% |
| YTD | +6.2% | +16.2% | -10.0% | -2.1% |
| 1Y | +5.4% | +21.8% | -16.4% | -4.9% |
| 3Y | +11.7% | -23.9% | +35.6% | +19.4% |
| 5Y | -35.6% | -23.1% | -12.5% | -32.3% |
| All | +69.3% | +127.7% | -58.4% | +26.4% |
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