+67.1%
FDX vs CCI
-51.4%
+118.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | -2.5% | -0.4% | -2.1% | -2.5% |
| 30D | +3.8% | +2.7% | +1.1% | +3.3% |
| 3M | -1.3% | -18.2% | +16.9% | +2.0% |
| 6M | +5.0% | -14.8% | +19.8% | +7.5% |
| YTD | +39.6% | -12.6% | +52.2% | +41.9% |
| 1Y | +81.1% | -16.7% | +97.9% | +85.6% |
| 3Y | +63.0% | -10.5% | +73.6% | +60.7% |
| All | +67.1% | -51.4% | +118.5% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling