-10.7%
CCI vs FE
+49.5%
-60.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.5% |
| 7D | -0.4% | +1.9% | -2.3% | -1.6% |
| 30D | +2.7% | -1.2% | +3.9% | +3.4% |
| 3M | -18.2% | +3.5% | -21.7% | -20.0% |
| 6M | -14.8% | -6.1% | -8.7% | -11.6% |
| YTD | -12.6% | +7.6% | -20.2% | -17.0% |
| 1Y | -16.7% | +11.9% | -28.7% | -23.0% |
| All | -10.7% | +49.5% | -60.2% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling