-17.7%
CCI vs FND
-45.8%
+28.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.6% |
| 7D | -4.4% | -5.1% | +0.7% | -3.9% |
| 30D | +0.3% | -22.5% | +22.8% | +2.7% |
| 3M | -20.0% | -5.0% | -15.0% | -20.0% |
| 6M | -14.5% | -21.5% | +7.0% | -12.2% |
| YTD | -14.9% | -23.0% | +8.2% | -11.4% |
| 1Y | -17.7% | -44.9% | +27.2% | -12.3% |
| All | -17.7% | -45.8% | +28.2% | -12.3% |
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