-17.1%
CCI vs TD
+60.9%
-78.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | -0.3% | -0.5% | +0.3% | -0.2% |
| 30D | +2.2% | -1.9% | +4.1% | +2.5% |
| 3M | -16.9% | +4.8% | -21.6% | -17.6% |
| 6M | -11.5% | +28.0% | -39.5% | -16.6% |
| YTD | -12.8% | +30.3% | -43.1% | -18.4% |
| 1Y | -17.1% | +59.8% | -76.9% | -24.6% |
| All | -17.1% | +60.9% | -78.0% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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