+69.3%
CCI vs TPR
+364.3%
-295.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +2.5% | -0.3% | +2.8% | +2.5% |
| 30D | +14.4% | +15.1% | -0.7% | +12.6% |
| 3M | +21.7% | +3.5% | +18.2% | +21.0% |
| 6M | +4.0% | +0.4% | +3.6% | +3.4% |
| YTD | +6.2% | +4.6% | +1.6% | +4.5% |
| 1Y | +5.4% | +33.1% | -27.7% | +0.7% |
| 3Y | +11.7% | +396.0% | -384.2% | -12.2% |
| 5Y | -35.6% | +230.3% | -265.9% | -47.7% |
| All | +69.3% | +364.3% | -295.0% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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