-36.9%
CCI vs FN
+170.4%
-207.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.7% | -14.2% | -2.6% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +28.4% | -34.3% | +62.7% | +28.7% |
| 3M | +20.0% | -39.9% | +59.8% | +20.3% |
| 6M | +0.8% | -51.8% | +52.6% | +1.3% |
| YTD | +3.6% | -28.1% | +31.8% | +2.8% |
| 1Y | +6.1% | -29.1% | +35.2% | +5.2% |
| 3Y | +7.2% | +102.4% | -95.2% | -4.8% |
| All | -36.9% | +170.4% | -207.3% | -48.6% |
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