-16.7%
CCI vs FND
-36.4%
+19.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.0% |
| 7D | -0.4% | -5.2% | +4.8% | +0.1% |
| 30D | +2.7% | -19.9% | +22.6% | +4.8% |
| 3M | -18.2% | +2.7% | -20.9% | -19.0% |
| 6M | -14.8% | -21.7% | +6.9% | -12.1% |
| YTD | -12.6% | -17.5% | +4.9% | -9.7% |
| 1Y | -16.7% | -39.3% | +22.6% | -12.5% |
| All | -16.7% | -36.4% | +19.6% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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