+69.3%
FERG vs CCI
-51.2%
+120.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.1% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | -15.1% | +2.1% | -17.2% | -15.6% |
| 3M | -4.8% | -17.8% | +13.0% | -0.4% |
| 6M | -2.5% | -14.2% | +11.7% | +0.7% |
| YTD | +1.8% | -13.3% | +15.2% | +4.5% |
| 1Y | -0.3% | -16.6% | +16.3% | +3.3% |
| 3Y | +52.9% | -10.8% | +63.7% | +50.6% |
| 5Y | +69.3% | -50.3% | +119.6% | +100.2% |
| All | +69.3% | -51.2% | +120.5% | +100.2% |
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 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