-50.3%
CCI vs USFR
+20.4%
-70.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | +2.1% | +0.3% | +1.9% | +1.9% |
| 3M | -17.8% | +1.0% | -18.8% | -18.4% |
| 6M | -14.2% | +1.9% | -16.1% | -15.1% |
| YTD | -13.3% | +2.7% | -16.0% | -14.5% |
| 1Y | -16.6% | +4.0% | -20.6% | -18.1% |
| 3Y | -10.8% | +14.0% | -24.8% | +2.6% |
| 5Y | -50.3% | +20.4% | -70.7% | -29.0% |
| All | -50.3% | +20.4% | -70.7% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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