-49.3%
CCI vs FND
-63.3%
+14.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.2% |
| 7D | -0.3% | -5.8% | +5.5% | +0.7% |
| 30D | +2.2% | -20.2% | +22.4% | +6.1% |
| 3M | -16.9% | -12.0% | -4.9% | -15.6% |
| 6M | -11.5% | -18.5% | +7.0% | -9.4% |
| YTD | -12.8% | -22.3% | +9.4% | -10.2% |
| 1Y | -17.1% | -47.6% | +30.6% | -8.3% |
| 3Y | -9.6% | -49.8% | +40.1% | -2.6% |
| All | -49.3% | -63.3% | +14.0% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling