-50.8%
CCI vs FDS
-20.4%
-30.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +1.5% |
| 7D | +0.2% | -5.4% | +5.6% | +1.8% |
| 30D | +0.5% | +1.6% | -1.1% | -0.1% |
| 3M | -16.3% | +17.7% | -34.0% | -21.0% |
| 6M | -13.9% | +29.1% | -43.0% | -22.0% |
| YTD | -12.4% | +1.0% | -13.4% | -13.7% |
| 1Y | -15.2% | -21.6% | +6.4% | -7.9% |
| 3Y | -9.9% | -30.1% | +20.2% | +0.4% |
| 5Y | -50.8% | -20.7% | -30.1% | -46.3% |
| All | -50.8% | -20.4% | -30.4% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling