+1,774.6%
FDX vs CCI
+905.5%
+869.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | -2.5% | -0.4% | -2.1% | -2.5% |
| 30D | +3.8% | +2.7% | +1.1% | +3.4% |
| 3M | -1.3% | -18.2% | +16.9% | +1.7% |
| 6M | +5.0% | -14.8% | +19.8% | +7.3% |
| YTD | +39.6% | -12.6% | +52.2% | +41.8% |
| 1Y | +81.1% | -16.7% | +97.9% | +85.1% |
| 3Y | +63.0% | -10.5% | +73.6% | +63.1% |
| 5Y | +65.6% | -51.4% | +117.0% | +81.4% |
| 10Y | +183.4% | +20.0% | +163.3% | +168.6% |
| All | +1,774.6% | +905.5% | +869.1% | +1,111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling