+200.3%
FXI vs CCI
+890.8%
-690.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.6% |
| 7D | -4.2% | +2.5% | -6.7% | -5.3% |
| 30D | -1.1% | +14.4% | -15.5% | -7.1% |
| 3M | -4.0% | +21.7% | -25.6% | -12.9% |
| 6M | -11.8% | +4.0% | -15.9% | -15.0% |
| YTD | -11.9% | +6.2% | -18.1% | -16.9% |
| 1Y | -16.1% | +5.4% | -21.5% | -20.7% |
| 3Y | +38.8% | +11.7% | +27.1% | +22.8% |
| 5Y | -9.1% | -35.6% | +26.6% | +1.4% |
| 10Y | +18.4% | +68.7% | -50.3% | -28.2% |
| All | +200.3% | +890.8% | -690.6% | -19.2% |
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 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