+22.4%
CCI vs FTV
+80.7%
-58.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.3% |
| 7D | -0.3% | -4.0% | +3.7% | +0.9% |
| 30D | +2.2% | -11.0% | +13.3% | +5.8% |
| 3M | -16.9% | -8.4% | -8.5% | -15.1% |
| 6M | -11.5% | -2.6% | -9.0% | -11.6% |
| YTD | -12.8% | -0.6% | -12.2% | -13.9% |
| 1Y | -17.1% | +11.0% | -28.0% | -21.0% |
| 3Y | -9.6% | -6.3% | -3.3% | -10.9% |
| 5Y | -48.9% | -1.5% | -47.4% | -51.4% |
| All | +22.4% | +80.7% | -58.3% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling