+1,070.2%
CCI vs FDS
+4,892.7%
-3,822.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +0.9% | -5.0% | +5.9% | +2.9% |
| 30D | +10.3% | +13.8% | -3.5% | +4.7% |
| 3M | +17.9% | +14.8% | +3.0% | +10.8% |
| 6M | -0.5% | +47.4% | -47.8% | -16.0% |
| YTD | +2.7% | +14.2% | -11.4% | -6.1% |
| 1Y | +3.1% | +26.6% | -23.5% | -9.7% |
| 3Y | +8.0% | -24.4% | +32.4% | +13.1% |
| 5Y | -37.8% | -22.6% | -15.1% | -35.9% |
| 10Y | +56.5% | +130.0% | -73.5% | +2.0% |
| All | +1,070.2% | +4,892.7% | -3,822.5% | +121.5% |
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