+38.8%
FXI vs CCI
+12.1%
+26.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -4.2% | +2.5% | -6.7% | -4.4% |
| 30D | -1.1% | +14.4% | -15.5% | -2.4% |
| 3M | -4.0% | +21.7% | -25.6% | -6.0% |
| 6M | -11.8% | +4.0% | -15.9% | -12.4% |
| YTD | -11.9% | +6.2% | -18.1% | -12.9% |
| 1Y | -16.1% | +5.4% | -21.5% | -17.0% |
| 3Y | +38.8% | +11.7% | +27.1% | +32.9% |
| All | +38.8% | +12.1% | +26.7% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling