-50.3%
CCI vs FTV
+1.8%
-52.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -0.3% | -1.3% | +1.0% | +0.1% |
| 30D | +2.1% | -9.5% | +11.6% | +4.8% |
| 3M | -17.8% | -10.9% | -6.9% | -15.7% |
| 6M | -14.2% | -0.6% | -13.5% | -14.8% |
| YTD | -13.3% | +1.4% | -14.8% | -15.0% |
| 1Y | -16.6% | +17.6% | -34.3% | -22.0% |
| 3Y | -10.8% | -3.3% | -7.6% | -13.0% |
| 5Y | -50.3% | -0.1% | -50.2% | -54.7% |
| All | -50.3% | +1.8% | -52.1% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling