-36.4%
CCI vs FICO
+87.6%
-124.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | -1.4% | +1.4% | -2.8% | -1.6% |
| 30D | +12.7% | -0.8% | +13.5% | +12.5% |
| 3M | +23.0% | -31.3% | +54.3% | +28.1% |
| 6M | +0.6% | -33.9% | +34.6% | +4.8% |
| YTD | +4.9% | -57.6% | +62.4% | +16.8% |
| 1Y | +0.7% | -59.7% | +60.3% | +13.0% |
| 3Y | +10.2% | -28.0% | +38.2% | +1.4% |
| 5Y | -36.4% | +91.0% | -127.4% | -57.7% |
| All | -36.4% | +87.6% | -124.0% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling