-16.6%
CCI vs FDS
-23.8%
+7.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.4% |
| 7D | -0.3% | -8.8% | +8.5% | +1.4% |
| 30D | +2.1% | -1.4% | +3.5% | +2.3% |
| 3M | -17.8% | +13.9% | -31.7% | -20.2% |
| 6M | -14.2% | +27.4% | -41.6% | -18.6% |
| YTD | -13.3% | -2.5% | -10.9% | -14.3% |
| 1Y | -16.6% | -23.8% | +7.2% | -13.2% |
| All | -16.6% | -23.8% | +7.2% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling