-18.6%
FIG vs CCI
-13.6%
-5.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.5% |
| 7D | -16.3% | -0.4% | -15.9% | -16.1% |
| 30D | -14.3% | +2.7% | -17.0% | -15.7% |
| 3M | +7.2% | -18.2% | +25.4% | +16.8% |
| 6M | -18.6% | -14.8% | -3.8% | -11.4% |
| All | -18.6% | -13.6% | -5.0% | -11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling