+69.3%
CCI vs FN
+700.1%
-630.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.3% | +8.6% | +1.6% |
| 7D | +2.5% | +0.3% | +2.3% | +2.4% |
| 30D | +14.4% | -16.5% | +31.0% | +15.1% |
| 3M | +21.7% | -42.1% | +63.8% | +24.3% |
| 6M | +4.0% | -52.9% | +56.9% | +7.1% |
| YTD | +6.2% | -28.0% | +34.2% | +5.2% |
| 1Y | +5.4% | -18.5% | +23.9% | +3.3% |
| 3Y | +11.7% | +93.9% | -82.1% | -3.9% |
| 5Y | -35.6% | +170.5% | -206.1% | -48.5% |
| All | +69.3% | +700.1% | -630.9% | +21.0% |
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 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