-11.7%
CCI vs TNA
+99.7%
-111.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.5% |
| 7D | -4.4% | -7.6% | +3.2% | -3.8% |
| 30D | +0.3% | -13.6% | +13.9% | +1.4% |
| 3M | -20.0% | +2.8% | -22.8% | -20.4% |
| 6M | -14.5% | +34.5% | -49.0% | -17.5% |
| YTD | -14.9% | +41.0% | -55.9% | -18.3% |
| 1Y | -17.7% | +52.0% | -69.7% | -21.8% |
| All | -11.7% | +99.7% | -111.4% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling