+81.8%
CCI vs USFR
+27.5%
+54.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +2.7% | +0.3% | +2.4% | +2.6% |
| 3M | -18.2% | +1.0% | -19.2% | -18.4% |
| 6M | -14.8% | +1.9% | -16.7% | -15.1% |
| YTD | -12.6% | +2.6% | -15.2% | -13.0% |
| 1Y | -16.7% | +4.0% | -20.7% | -17.4% |
| 3Y | -10.5% | +14.1% | -24.6% | -12.4% |
| 5Y | -51.4% | +20.4% | -71.8% | -52.9% |
| 10Y | +20.0% | +28.0% | -8.0% | +14.7% |
| All | +81.8% | +27.5% | +54.2% | +76.3% |
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