+555.5%
CCI vs FFIV
+7,518.9%
-6,963.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.8% |
| 7D | -0.4% | -1.0% | +0.5% | -0.3% |
| 30D | +2.7% | -5.1% | +7.8% | +3.5% |
| 3M | -18.2% | -4.5% | -13.8% | -17.9% |
| 6M | -14.8% | +36.5% | -51.3% | -19.8% |
| YTD | -12.6% | +53.0% | -65.6% | -19.6% |
| 1Y | -16.7% | +24.2% | -41.0% | -20.9% |
| 3Y | -10.5% | +137.2% | -147.7% | -25.2% |
| 5Y | -51.4% | +91.8% | -143.2% | -58.2% |
| 10Y | +20.0% | +215.2% | -195.1% | -8.0% |
| All | +555.5% | +7,518.9% | -6,963.5% | +111.7% |
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