+153.4%
FDX vs CCI
+59.7%
+93.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | +0.5% | +3.2% | -2.7% | -0.3% |
| 30D | +9.5% | +12.2% | -2.7% | +6.2% |
| 3M | -1.3% | +23.1% | -24.5% | -6.9% |
| 6M | +5.5% | +1.3% | +4.3% | +4.3% |
| YTD | +38.9% | +4.5% | +34.4% | +35.3% |
| 1Y | +58.8% | +2.3% | +56.5% | +55.6% |
| 3Y | +71.1% | +9.8% | +61.3% | +59.6% |
| 5Y | +76.3% | -36.5% | +112.8% | +94.9% |
| 10Y | +153.4% | +64.7% | +88.7% | +140.6% |
| All | +153.4% | +59.7% | +93.7% | +140.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling