+12.4%
CCI vs FTV
+90.8%
-78.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | -0.4% | -4.5% | +4.1% | +0.9% |
| 30D | +2.7% | -7.1% | +9.8% | +4.9% |
| 3M | -18.2% | -7.2% | -11.0% | -16.8% |
| 6M | -14.8% | -1.5% | -13.3% | -15.0% |
| YTD | -12.6% | +3.5% | -16.1% | -14.6% |
| 1Y | -16.7% | +20.3% | -37.1% | -22.6% |
| 3Y | -10.5% | -3.1% | -7.4% | -12.6% |
| 5Y | -51.4% | +2.3% | -53.8% | -54.2% |
| 10Y | +20.0% | +76.3% | -56.3% | -9.2% |
| All | +12.4% | +90.8% | -78.3% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling