-3.5%
CCI vs TLN
+710.8%
-714.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.0% | +1.2% |
| 7D | +2.5% | +11.0% | -8.5% | +2.9% |
| 30D | +14.4% | +4.9% | +9.5% | +14.7% |
| 3M | +21.7% | +4.9% | +16.8% | +22.0% |
| 6M | +4.0% | +7.1% | -3.1% | +4.5% |
| YTD | +6.2% | +0.3% | +5.9% | +6.7% |
| 1Y | +5.4% | +5.9% | -0.5% | +6.3% |
| 3Y | +11.7% | +578.5% | -566.7% | +9.3% |
| All | -3.5% | +710.8% | -714.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling