+8.1%
FPS vs CCI
-2.6%
+10.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.3% | +2.1% |
| 7D | +3.1% | -0.4% | +3.5% | +3.0% |
| 30D | -18.6% | +2.7% | -21.2% | -18.0% |
| 3M | -51.5% | -18.2% | -33.3% | -50.7% |
| 6M | -8.5% | -14.8% | +6.3% | -6.4% |
| All | +8.1% | -2.6% | +10.7% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling