+683.6%
CCI vs FFIV
+6,091.4%
-5,407.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | +3.2% | -4.2% | +7.4% | +3.9% |
| 30D | +12.2% | -33.9% | +46.1% | +19.7% |
| 3M | +23.1% | -22.6% | +45.8% | +27.8% |
| 6M | +1.3% | -10.4% | +11.6% | +2.1% |
| YTD | +4.5% | +24.3% | -19.8% | -1.0% |
| 1Y | +2.3% | +31.8% | -29.5% | -4.1% |
| 3Y | +9.8% | +99.5% | -89.7% | -6.0% |
| 5Y | -36.5% | +40.7% | -77.3% | -42.7% |
| 10Y | +64.7% | +126.9% | -62.2% | +33.0% |
| All | +683.6% | +6,091.4% | -5,407.8% | +160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling