+348.1%
FERG vs CCI
+20.8%
+327.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | -1.0% | -4.4% | +3.4% | -0.3% |
| 30D | -11.8% | +0.3% | -12.1% | -11.9% |
| 3M | -1.2% | -20.0% | +18.7% | +2.4% |
| 6M | -2.3% | -14.5% | +12.2% | -0.1% |
| YTD | +0.8% | -14.9% | +15.6% | +3.0% |
| 1Y | +0.5% | -17.7% | +18.1% | +3.2% |
| 3Y | +51.4% | -12.4% | +63.7% | +51.9% |
| 5Y | +67.5% | -50.1% | +117.6% | +82.6% |
| All | +348.1% | +20.8% | +327.4% | +386.4% |
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