+65.0%
FDX vs CCI
+7.6%
+57.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.5% | -2.9% | +3.1% |
| 7D | +8.1% | +5.0% | +3.1% | +7.8% |
| 30D | +13.9% | +36.4% | -22.5% | +11.4% |
| 3M | +5.5% | +20.4% | -14.9% | +4.2% |
| 6M | +15.1% | +4.9% | +10.2% | +14.6% |
| YTD | +43.2% | +7.8% | +35.4% | +43.0% |
| 1Y | +65.0% | +7.3% | +57.7% | +65.0% |
| All | +65.0% | +7.6% | +57.5% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling