+65.4%
CCI vs FN
+850.1%
-784.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.9% | -6.2% | -0.6% |
| 7D | -3.4% | +8.0% | -11.4% | -3.8% |
| 30D | +9.9% | -19.1% | +29.1% | +10.8% |
| 3M | +22.7% | -29.8% | +52.5% | +24.2% |
| 6M | +0.8% | -43.2% | +44.0% | +2.7% |
| YTD | +4.1% | -18.9% | +23.1% | +2.7% |
| 1Y | -0.6% | -17.9% | +17.2% | -2.3% |
| 3Y | +9.4% | +120.1% | -110.7% | -6.5% |
| 5Y | -36.8% | +206.7% | -243.5% | -49.8% |
| 10Y | +65.4% | +804.7% | -739.2% | +17.1% |
| All | +65.4% | +850.1% | -784.6% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling