+10.3%
CCI vs FTI
+205.9%
-195.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -1.4% | +5.4% | -6.8% | -1.5% |
| 30D | +12.7% | -8.2% | +20.9% | +12.8% |
| 3M | +23.0% | -13.7% | +36.7% | +23.2% |
| 6M | +0.6% | -11.2% | +11.8% | +0.8% |
| YTD | +4.9% | +46.0% | -41.1% | +4.0% |
| 1Y | +0.7% | +51.8% | -51.1% | -0.3% |
| All | +10.3% | +205.9% | -195.6% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling