-49.3%
CCI vs TDY
+39.0%
-88.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +2.0% |
| 7D | -0.3% | -1.1% | +0.8% | +0.1% |
| 30D | +2.2% | -12.0% | +14.3% | +6.1% |
| 3M | -16.9% | -3.2% | -13.7% | -16.6% |
| 6M | -11.5% | -7.9% | -3.7% | -10.0% |
| YTD | -12.8% | +18.2% | -31.1% | -19.4% |
| 1Y | -17.1% | +6.7% | -23.7% | -20.5% |
| 3Y | -9.6% | +47.5% | -57.2% | -26.0% |
| All | -49.3% | +39.0% | -88.4% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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