-79.1%
FIG vs CCI
-25.0%
-54.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.8% |
| 7D | -16.3% | -0.4% | -15.9% | -16.2% |
| 30D | -14.3% | +2.7% | -17.0% | -15.2% |
| 3M | +7.2% | -18.2% | +25.4% | +12.0% |
| 6M | -18.6% | -14.8% | -3.8% | -17.0% |
| YTD | -35.5% | -12.6% | -22.9% | -33.9% |
| 1Y | -55.8% | -16.7% | -39.0% | -53.7% |
| All | -79.1% | -25.0% | -54.1% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling