-17.7%
CCI vs FRMI
-77.3%
+59.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.5% | -11.3% | +0.2% |
| 7D | +0.2% | +23.3% | -23.2% | +0.1% |
| 30D | +0.5% | -7.6% | +8.1% | +0.5% |
| 3M | -16.3% | +0.2% | -16.4% | -16.9% |
| 6M | -13.9% | -28.7% | +14.8% | -14.2% |
| YTD | -12.4% | -28.6% | +16.2% | -13.1% |
| All | -17.7% | -77.3% | +59.5% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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