+118.1%
CCI vs USFR
+28.6%
+89.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.4% | +0.1% | -1.4% | -1.4% |
| 30D | +12.7% | +0.4% | +12.4% | +12.6% |
| 3M | +23.0% | +1.0% | +22.0% | +22.7% |
| 6M | +0.6% | +2.0% | -1.4% | +0.2% |
| YTD | +4.9% | +3.4% | +1.4% | +4.2% |
| 1Y | +0.7% | +4.1% | -3.4% | -0.1% |
| 3Y | +10.2% | +14.4% | -4.2% | +7.8% |
| 5Y | -36.4% | +21.4% | -57.8% | -38.4% |
| 10Y | +66.6% | +28.5% | +38.1% | +59.3% |
| All | +118.1% | +28.6% | +89.5% | +111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling