-55.8%
FIG vs CCI
-18.8%
-37.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.9% |
| 7D | -16.3% | -0.4% | -15.9% | -16.2% |
| 30D | -14.3% | +2.7% | -17.0% | -15.1% |
| 3M | +7.2% | -18.2% | +25.4% | +10.9% |
| 6M | -18.6% | -14.8% | -3.8% | -17.8% |
| YTD | -35.5% | -12.6% | -22.9% | -34.1% |
| 1Y | -55.8% | -16.7% | -39.0% | -53.5% |
| All | -55.8% | -18.8% | -37.0% | -53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling