+1,348.4%
FERG vs CCI
+215.8%
+1,132.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.6% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | -10.2% | +2.7% | -12.9% | -10.6% |
| 3M | -0.6% | -18.2% | +17.6% | +2.1% |
| 6M | -6.5% | -14.8% | +8.3% | -4.7% |
| YTD | +4.2% | -12.6% | +16.8% | +5.6% |
| 1Y | -2.3% | -16.7% | +14.5% | -0.2% |
| 3Y | +48.5% | -10.5% | +59.0% | +48.7% |
| 5Y | +72.0% | -51.4% | +123.4% | +84.2% |
| 10Y | +369.9% | +20.0% | +349.9% | +374.8% |
| All | +1,348.4% | +215.8% | +1,132.6% | +1,378.3% |
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