+418.0%
CCI vs TMF
-68.9%
+486.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -1.8% |
| 7D | -0.4% | -1.4% | +1.0% | -0.4% |
| 30D | +2.7% | -2.8% | +5.5% | +2.7% |
| 3M | -18.2% | -10.9% | -7.3% | -18.3% |
| 6M | -14.8% | -21.3% | +6.5% | -15.0% |
| YTD | -12.6% | -15.9% | +3.3% | -12.8% |
| 1Y | -16.7% | -15.7% | -1.0% | -16.9% |
| 3Y | -10.5% | -43.4% | +32.8% | -11.5% |
| 5Y | -51.4% | -87.8% | +36.3% | -56.3% |
| 10Y | +20.0% | -86.7% | +106.8% | +10.3% |
| All | +418.0% | -68.9% | +486.9% | +474.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling