+155.7%
FDX vs CCI
+63.9%
+91.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -2.1% | -3.4% | +1.3% | -1.2% |
| 30D | +10.4% | +9.9% | +0.5% | +7.6% |
| 3M | +0.5% | +22.7% | -22.2% | -5.2% |
| 6M | +6.5% | +0.8% | +5.7% | +5.4% |
| YTD | +40.2% | +4.1% | +36.1% | +36.7% |
| 1Y | +52.1% | -0.6% | +52.7% | +50.2% |
| 3Y | +72.8% | +9.4% | +63.4% | +61.3% |
| 5Y | +76.3% | -36.8% | +113.1% | +95.1% |
| 10Y | +155.7% | +65.4% | +90.3% | +143.3% |
| All | +155.7% | +63.9% | +91.9% | +143.3% |
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