+57.9%
CCI vs FE
+107.2%
-49.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.4% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +28.4% | +5.2% | +23.2% | +25.1% |
| 3M | +20.0% | 0.0% | +20.0% | +20.0% |
| 6M | +0.8% | +5.0% | -4.3% | -1.9% |
| YTD | +3.6% | +7.9% | -4.3% | -0.6% |
| 1Y | +6.1% | +6.3% | -0.2% | +2.5% |
| 3Y | +7.2% | +46.0% | -38.8% | -12.1% |
| 5Y | -37.0% | +45.6% | -82.6% | -48.2% |
| All | +57.9% | +107.2% | -49.3% | +15.4% |
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