-50.1%
CCI vs TD
+122.4%
-172.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -2.0% |
| 7D | -4.4% | -2.6% | -1.8% | -3.6% |
| 30D | +0.3% | -1.0% | +1.3% | +0.6% |
| 3M | -20.0% | +5.6% | -25.6% | -21.8% |
| 6M | -14.5% | +27.1% | -41.6% | -22.0% |
| YTD | -14.9% | +29.4% | -44.3% | -22.9% |
| 1Y | -17.7% | +60.7% | -78.3% | -31.4% |
| 3Y | -12.4% | +127.6% | -140.0% | -36.9% |
| 5Y | -50.1% | +125.4% | -175.5% | -60.7% |
| All | -50.1% | +122.4% | -172.5% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling