+8.0%
CCI vs FFIV
+103.5%
-95.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -0.9% |
| 7D | +0.9% | -2.1% | +3.0% | +1.0% |
| 30D | +10.3% | -33.8% | +44.1% | +11.1% |
| 3M | +17.9% | -20.6% | +38.5% | +18.8% |
| 6M | -0.5% | -10.2% | +9.8% | 0.0% |
| YTD | +2.7% | +24.5% | -21.8% | +2.7% |
| 1Y | +3.1% | +29.3% | -26.2% | +3.2% |
| 3Y | +8.0% | +103.8% | -95.8% | -6.3% |
| All | +8.0% | +103.5% | -95.5% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling