+558.2%
CCI vs TDY
+6,954.6%
-6,396.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -0.3% | -1.8% | +1.6% | +0.2% |
| 30D | +2.1% | -13.8% | +15.9% | +6.2% |
| 3M | -17.8% | -3.9% | -14.0% | -17.4% |
| 6M | -14.2% | -9.0% | -5.2% | -12.6% |
| YTD | -13.3% | +16.5% | -29.9% | -17.8% |
| 1Y | -16.6% | +9.3% | -25.9% | -19.6% |
| 3Y | -10.8% | +45.1% | -55.9% | -21.4% |
| 5Y | -50.3% | +35.0% | -85.3% | -55.6% |
| 10Y | +22.5% | +469.0% | -446.5% | -28.3% |
| All | +558.2% | +6,954.6% | -6,396.4% | +146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling