-80.9%
FIG vs CCI
-25.6%
-55.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.2% | -3.0% |
| 7D | -14.5% | -0.3% | -14.2% | -14.4% |
| 30D | -13.3% | +2.1% | -15.4% | -13.8% |
| 3M | +7.4% | -17.8% | +25.3% | +12.2% |
| 6M | -27.8% | -14.2% | -13.6% | -26.2% |
| YTD | -41.1% | -13.3% | -27.8% | -39.5% |
| 1Y | -58.7% | -16.6% | -42.1% | -57.0% |
| All | -80.9% | -25.6% | -55.3% | -79.5% |
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 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