-36.3%
CCI vs TMF
-88.6%
+52.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.6% | +1.5% |
| 7D | +2.5% | -9.3% | +11.8% | +4.0% |
| 30D | +14.4% | +1.9% | +12.5% | +14.0% |
| 3M | +21.7% | -11.2% | +32.9% | +23.7% |
| 6M | +4.0% | -17.7% | +21.7% | +6.7% |
| YTD | +6.2% | -24.5% | +30.7% | +10.3% |
| 1Y | +5.4% | -29.4% | +34.8% | +10.6% |
| 3Y | +11.7% | -33.4% | +45.2% | +16.7% |
| All | -36.3% | -88.6% | +52.3% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling