-21.3%
CCI vs TLN
+589.3%
-610.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -1.1% |
| 7D | -0.3% | +5.8% | -6.1% | -0.1% |
| 30D | +2.1% | -6.9% | +9.0% | +1.9% |
| 3M | -17.8% | -10.9% | -6.9% | -18.1% |
| 6M | -14.2% | -4.6% | -9.6% | -14.1% |
| YTD | -13.3% | -14.7% | +1.4% | -13.5% |
| 1Y | -16.6% | -17.9% | +1.3% | -16.8% |
| 3Y | -10.8% | +483.9% | -494.7% | -13.4% |
| All | -21.3% | +589.3% | -610.6% | -27.7% |
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