+22.5%
CCI vs FFIV
+239.4%
-216.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.7% |
| 7D | -0.3% | +3.5% | -3.7% | -0.9% |
| 30D | +2.1% | -1.3% | +3.4% | +2.2% |
| 3M | -17.8% | +2.4% | -20.2% | -18.5% |
| 6M | -14.2% | +41.8% | -56.0% | -20.2% |
| YTD | -13.3% | +58.5% | -71.9% | -21.5% |
| 1Y | -16.6% | +24.3% | -41.0% | -21.0% |
| 3Y | -10.8% | +152.0% | -162.8% | -29.9% |
| 5Y | -50.3% | +99.1% | -149.4% | -59.6% |
| 10Y | +22.5% | +242.8% | -220.2% | -10.7% |
| All | +22.5% | +239.4% | -216.9% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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