-10.2%
CCI vs TD
+123.9%
-134.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -0.3% | -1.9% | +1.7% | +0.3% |
| 30D | +2.1% | -1.6% | +3.7% | +2.5% |
| 3M | -17.8% | +4.6% | -22.5% | -19.2% |
| 6M | -14.2% | +26.8% | -41.0% | -20.7% |
| YTD | -13.3% | +28.3% | -41.7% | -20.3% |
| 1Y | -16.6% | +60.4% | -77.1% | -28.9% |
| All | -10.2% | +123.9% | -134.1% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling