+7.2%
CCI vs FICO
-24.3%
+31.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | -0.1% | -0.9% | +0.8% | -0.1% |
| 30D | +28.4% | +3.3% | +25.0% | +27.7% |
| 3M | +20.0% | -31.7% | +51.7% | +22.7% |
| 6M | +0.8% | -34.0% | +34.7% | +3.3% |
| YTD | +3.6% | -58.3% | +61.9% | +9.1% |
| 1Y | +6.1% | -57.9% | +64.0% | +11.7% |
| 3Y | +7.2% | -24.1% | +31.3% | +13.5% |
| All | +7.2% | -24.3% | +31.5% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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