+895.8%
CCI vs TD
+4,200.9%
-3,305.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.1% |
| 7D | -0.4% | +0.3% | -0.7% | -0.6% |
| 30D | +2.7% | +0.4% | +2.3% | +2.4% |
| 3M | -18.2% | +7.6% | -25.8% | -21.7% |
| 6M | -14.8% | +25.0% | -39.8% | -24.7% |
| YTD | -12.6% | +31.0% | -43.6% | -24.7% |
| 1Y | -16.7% | +65.2% | -81.9% | -36.6% |
| 3Y | -10.5% | +122.5% | -133.0% | -42.7% |
| 5Y | -51.4% | +124.8% | -176.2% | -69.6% |
| 10Y | +20.0% | +298.2% | -278.2% | -47.9% |
| All | +895.8% | +4,200.9% | -3,305.1% | +28.2% |
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 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