+1,090.4%
CCI vs FDS
+4,881.4%
-3,791.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | +3.2% | -2.0% | +5.2% | +4.0% |
| 30D | +12.2% | +13.5% | -1.3% | +6.6% |
| 3M | +23.1% | +15.2% | +8.0% | +15.6% |
| 6M | +1.3% | +47.0% | -45.8% | -14.5% |
| YTD | +4.5% | +13.9% | -9.4% | -4.3% |
| 1Y | +2.3% | +25.2% | -22.9% | -10.0% |
| 3Y | +9.8% | -25.3% | +35.1% | +15.6% |
| 5Y | -36.5% | -23.3% | -13.2% | -34.4% |
| 10Y | +64.7% | +126.0% | -61.3% | +8.0% |
| All | +1,090.4% | +4,881.4% | -3,791.0% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling