+1,526.4%
FERG vs CCI
+283.8%
+1,242.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | +9.7% | +2.5% | +7.2% | +9.3% |
| 30D | +15.0% | +14.4% | +0.6% | +12.8% |
| 3M | +3.8% | +21.7% | -17.9% | +0.7% |
| 6M | +10.6% | +4.0% | +6.6% | +9.5% |
| YTD | +17.0% | +6.2% | +10.8% | +15.2% |
| 1Y | +7.1% | +5.4% | +1.7% | +5.6% |
| 3Y | +67.7% | +11.7% | +56.0% | +62.7% |
| 5Y | +76.4% | -35.6% | +112.0% | +82.3% |
| 10Y | +424.2% | +68.7% | +355.5% | +410.5% |
| All | +1,526.4% | +283.8% | +1,242.6% | +1,512.1% |
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