+1,698.0%
FDX vs CCI
+1,091.9%
+606.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.3% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +6.6% | +28.4% | -21.8% | +2.1% |
| 3M | -2.1% | +20.0% | -22.0% | -5.2% |
| 6M | +2.2% | +0.8% | +1.4% | +1.4% |
| YTD | +33.9% | +3.6% | +30.3% | +31.9% |
| 1Y | +50.2% | +6.1% | +44.1% | +47.4% |
| 3Y | +65.5% | +7.2% | +58.3% | +60.6% |
| 5Y | +74.1% | -37.0% | +111.1% | +82.4% |
| 10Y | +156.7% | +54.2% | +102.5% | +133.4% |
| All | +1,698.0% | +1,091.9% | +606.1% | +1,027.2% |
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