+175.5%
FDX vs CCI
+17.2%
+158.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -3.3% | +0.2% | -3.5% | -3.3% |
| 30D | -1.4% | +0.5% | -1.9% | -1.5% |
| 3M | -4.5% | -16.3% | +11.8% | -0.3% |
| 6M | +9.4% | -13.9% | +23.4% | +13.1% |
| YTD | +36.0% | -12.4% | +48.4% | +39.3% |
| 1Y | +75.5% | -15.2% | +90.7% | +81.0% |
| 3Y | +62.8% | -9.9% | +72.7% | +60.3% |
| 5Y | +64.4% | -50.8% | +115.2% | +96.5% |
| 10Y | +175.5% | +18.3% | +157.2% | +180.6% |
| All | +175.5% | +17.2% | +158.3% | +180.6% |
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