+895.8%
CCI vs FE
+460.1%
+435.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | -0.4% | +1.9% | -2.3% | -1.2% |
| 30D | +2.7% | -1.2% | +3.9% | +3.2% |
| 3M | -18.2% | +3.5% | -21.7% | -19.4% |
| 6M | -14.8% | -6.1% | -8.7% | -12.7% |
| YTD | -12.6% | +7.6% | -20.2% | -15.3% |
| 1Y | -16.7% | +11.9% | -28.7% | -20.6% |
| 3Y | -10.5% | +48.4% | -58.9% | -23.8% |
| 5Y | -51.4% | +44.8% | -96.2% | -58.1% |
| 10Y | +20.0% | +115.9% | -95.8% | -13.0% |
| All | +895.8% | +460.1% | +435.7% | +556.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling