+6.1%
CCI vs FN
-33.3%
+39.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.7% | -14.2% | -2.2% |
| 7D | -0.1% | 0.0% | -0.1% | 0.0% |
| 30D | +28.4% | -34.3% | +62.7% | +27.1% |
| 3M | +20.0% | -39.9% | +59.8% | +18.6% |
| 6M | +0.8% | -51.8% | +52.6% | -0.3% |
| YTD | +3.6% | -28.1% | +31.8% | +0.5% |
| 1Y | +6.1% | -29.1% | +35.2% | +2.8% |
| All | +6.1% | -33.3% | +39.4% | +2.8% |
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