+16.6%
CCI vs FE
+113.1%
-96.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.9% |
| 7D | -1.3% | +0.6% | -1.9% | -1.6% |
| 30D | -0.9% | -2.1% | +1.2% | +0.2% |
| 3M | -17.5% | +2.6% | -20.1% | -18.6% |
| 6M | -15.2% | -6.8% | -8.4% | -12.3% |
| YTD | -13.7% | +6.9% | -20.6% | -16.8% |
| 1Y | -16.4% | +11.6% | -28.0% | -21.2% |
| 3Y | -11.2% | +47.7% | -58.9% | -27.7% |
| 5Y | -51.5% | +46.2% | -97.8% | -60.3% |
| 10Y | +16.6% | +109.2% | -92.6% | -15.3% |
| All | +16.6% | +113.1% | -96.5% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FE 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling