+18.3%
CCI vs TMF
-86.8%
+105.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.2% | +1.0% | -0.8% | +0.1% |
| 30D | +0.5% | -1.8% | +2.3% | +0.6% |
| 3M | -16.3% | -8.2% | -8.0% | -15.9% |
| 6M | -13.9% | -19.5% | +5.5% | -12.9% |
| YTD | -12.4% | -16.0% | +3.5% | -11.6% |
| 1Y | -15.2% | -22.5% | +7.3% | -14.0% |
| 3Y | -9.9% | -42.3% | +32.4% | -8.3% |
| 5Y | -50.8% | -87.7% | +36.9% | -52.0% |
| 10Y | +18.3% | -86.5% | +104.8% | +15.1% |
| All | +18.3% | -86.8% | +105.1% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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