-83.9%
FIG vs CCI
-10.3%
-73.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.4% |
| 7D | -11.4% | +3.2% | -14.6% | -12.0% |
| 30D | -17.2% | +12.2% | -29.4% | -19.4% |
| 3M | -26.6% | +23.1% | -49.8% | -30.1% |
| 6M | -9.8% | +1.3% | -11.1% | -10.3% |
| YTD | -50.1% | +4.5% | -54.6% | -51.0% |
| 1Y | -58.1% | +2.3% | -60.4% | -58.1% |
| All | -83.9% | -10.3% | -73.5% | -83.4% |
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