-36.5%
CCI vs FN
+194.7%
-231.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.5% | +1.7% |
| 7D | +3.2% | -4.1% | +7.3% | +3.2% |
| 30D | +12.2% | -28.3% | +40.5% | +12.4% |
| 3M | +23.1% | -33.9% | +57.0% | +23.4% |
| 6M | +1.3% | -43.9% | +45.2% | +1.6% |
| YTD | +4.5% | -23.4% | +27.9% | +3.7% |
| 1Y | +2.3% | -25.4% | +27.7% | +1.5% |
| 3Y | +9.8% | +107.9% | -98.1% | -1.9% |
| 5Y | -36.5% | +195.1% | -231.6% | -48.5% |
| All | -36.5% | +194.7% | -231.3% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling