+17.8%
CCI vs FND
+58.4%
-40.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.9% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | +0.5% | -23.6% | +24.1% | +4.8% |
| 3M | -16.3% | +4.3% | -20.6% | -17.5% |
| 6M | -13.9% | -20.3% | +6.3% | -11.7% |
| YTD | -12.4% | -21.3% | +8.9% | -10.2% |
| 1Y | -15.2% | -45.4% | +30.2% | -7.9% |
| 3Y | -9.9% | -48.9% | +39.0% | -3.6% |
| 5Y | -50.8% | -61.0% | +10.2% | -46.9% |
| All | +17.8% | +58.4% | -40.6% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling