+14.6%
CCI vs FND
+54.9%
-40.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.5% |
| 7D | -4.4% | -5.1% | +0.7% | -3.6% |
| 30D | +0.3% | -22.5% | +22.8% | +4.4% |
| 3M | -20.0% | -5.0% | -15.0% | -19.9% |
| 6M | -14.5% | -21.5% | +7.0% | -12.1% |
| YTD | -14.9% | -23.0% | +8.2% | -12.3% |
| 1Y | -17.7% | -44.9% | +27.2% | -10.7% |
| 3Y | -12.4% | -50.0% | +37.6% | -5.9% |
| 5Y | -50.1% | -63.3% | +13.2% | -45.6% |
| All | +14.6% | +54.9% | -40.4% | +0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling