+1,110.1%
CCI vs TD
+4,306.7%
-3,196.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.5% | +1.1% | +1.4% | +1.9% |
| 30D | +14.4% | +5.2% | +9.2% | +11.4% |
| 3M | +21.7% | +1.2% | +20.5% | +20.7% |
| 6M | +4.0% | +17.7% | -13.7% | -5.1% |
| YTD | +6.2% | +34.2% | -28.0% | -9.7% |
| 1Y | +5.4% | +55.4% | -50.0% | -17.1% |
| 3Y | +11.7% | +130.4% | -118.7% | -29.7% |
| 5Y | -35.6% | +101.8% | -137.4% | -57.3% |
| 10Y | +68.7% | +301.9% | -233.1% | -27.1% |
| All | +1,110.1% | +4,306.7% | -3,196.5% | +53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling