+895.8%
CCI vs FDS
+4,514.3%
-3,618.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.7% | -0.5% |
| 7D | -0.4% | -1.9% | +1.5% | +0.3% |
| 30D | +2.7% | +9.0% | -6.3% | -0.8% |
| 3M | -18.2% | +18.9% | -37.1% | -24.0% |
| 6M | -14.8% | +35.1% | -49.9% | -25.5% |
| YTD | -12.6% | +5.5% | -18.1% | -16.9% |
| 1Y | -16.7% | -16.8% | +0.1% | -14.1% |
| 3Y | -10.5% | -28.1% | +17.5% | -3.7% |
| 5Y | -51.4% | -17.4% | -34.0% | -50.8% |
| 10Y | +20.0% | +85.4% | -65.4% | -14.5% |
| All | +895.8% | +4,514.3% | -3,618.5% | +95.9% |
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