-44.6%
CCI vs LTH
+160.9%
-205.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -0.4% | -0.6% | +0.2% | -0.3% |
| 30D | +2.7% | -4.6% | +7.3% | +3.3% |
| 3M | -18.2% | +32.8% | -51.0% | -21.8% |
| 6M | -14.8% | +64.6% | -79.4% | -21.5% |
| YTD | -12.6% | +62.6% | -75.2% | -19.4% |
| 1Y | -16.7% | +49.9% | -66.7% | -22.4% |
| 3Y | -10.5% | +151.3% | -161.9% | -26.4% |
| All | -44.6% | +160.9% | -205.5% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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