-37.8%
CCI vs FICO
+81.4%
-119.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.2% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +10.3% | +8.4% | +1.9% | +8.6% |
| 3M | +17.9% | -30.5% | +48.4% | +22.6% |
| 6M | -0.5% | -35.7% | +35.3% | +4.2% |
| YTD | +2.7% | -57.2% | +59.9% | +14.2% |
| 1Y | +3.1% | -58.4% | +61.5% | +15.2% |
| 3Y | +8.0% | -24.8% | +32.8% | -1.7% |
| 5Y | -37.8% | +79.3% | -117.0% | -57.8% |
| All | -37.8% | +81.4% | -119.2% | -57.8% |
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