-16.7%
CCI vs FN
+17.1%
-33.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -1.7% |
| 7D | -0.4% | -1.7% | +1.3% | -0.5% |
| 30D | +2.7% | -22.0% | +24.7% | +2.0% |
| 3M | -18.2% | -43.0% | +24.8% | -18.9% |
| 6M | -14.8% | -27.7% | +13.0% | -15.5% |
| YTD | -12.6% | -10.5% | -2.1% | -14.3% |
| 1Y | -16.7% | +12.5% | -29.2% | -16.0% |
| All | -16.7% | +17.1% | -33.8% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling