+221.8%
FXI vs CCI
+715.3%
-493.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.3% |
| 7D | +1.0% | -0.4% | +1.4% | +1.2% |
| 30D | -0.6% | +2.7% | -3.2% | -1.9% |
| 3M | +1.9% | -18.2% | +20.1% | +10.6% |
| 6M | -0.2% | -14.8% | +14.6% | +5.7% |
| YTD | -5.6% | -12.6% | +7.0% | -1.9% |
| 1Y | -4.7% | -16.7% | +12.1% | +0.8% |
| 3Y | +38.0% | -10.5% | +48.5% | +35.6% |
| 5Y | -2.7% | -51.4% | +48.7% | +24.6% |
| 10Y | +19.9% | +20.0% | -0.1% | -13.3% |
| All | +221.8% | +715.3% | -493.6% | -4.8% |
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