-50.1%
CCI vs FTI
+1,109.5%
-1,159.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.1% | -1.6% |
| 7D | -4.4% | -5.6% | +1.2% | -4.0% |
| 30D | +0.3% | +0.4% | -0.1% | +0.3% |
| 3M | -20.0% | +8.1% | -28.1% | -20.4% |
| 6M | -14.5% | +16.7% | -31.2% | -15.6% |
| YTD | -14.9% | +70.0% | -84.8% | -18.2% |
| 1Y | -17.7% | +85.4% | -103.1% | -21.4% |
| 3Y | -12.4% | +265.9% | -278.3% | -21.6% |
| 5Y | -50.1% | +1,072.7% | -1,122.9% | -59.9% |
| All | -50.1% | +1,109.5% | -1,159.6% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling