-80.3%
FIG vs CCI
-24.8%
-55.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.2% | -5.9% | -5.7% |
| 7D | -16.4% | +0.2% | -16.5% | -16.4% |
| 30D | -2.3% | +0.5% | -2.8% | -2.6% |
| 3M | +7.8% | -16.3% | +24.1% | +12.0% |
| 6M | -21.8% | -13.9% | -7.9% | -20.4% |
| YTD | -39.1% | -12.4% | -26.7% | -37.7% |
| 1Y | -56.6% | -15.2% | -41.5% | -55.3% |
| All | -80.3% | -24.8% | -55.5% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling