+18.3%
CCI vs FE
+113.1%
-94.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +0.2% | +0.6% | -0.5% | -0.1% |
| 30D | +0.5% | -2.1% | +2.7% | +1.6% |
| 3M | -16.3% | +2.6% | -18.9% | -17.4% |
| 6M | -13.9% | -6.8% | -7.2% | -11.0% |
| YTD | -12.4% | +6.9% | -19.3% | -15.6% |
| 1Y | -15.2% | +11.6% | -26.7% | -20.1% |
| 3Y | -9.9% | +47.7% | -57.6% | -26.6% |
| 5Y | -50.8% | +46.2% | -97.0% | -59.7% |
| 10Y | +18.3% | +109.2% | -90.9% | -14.1% |
| All | +18.3% | +113.1% | -94.8% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling