+7.2%
CCI vs TPR
+407.4%
-400.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.5% |
| 7D | -0.1% | +14.2% | -14.3% | -0.6% |
| 30D | +28.4% | +17.1% | +11.3% | +27.7% |
| 3M | +20.0% | -17.7% | +37.7% | +20.8% |
| 6M | +0.8% | -10.2% | +10.9% | +0.9% |
| YTD | +3.6% | +4.9% | -1.3% | +2.8% |
| 1Y | +6.1% | +36.1% | -30.0% | +3.3% |
| 3Y | +7.2% | +416.5% | -409.3% | -28.9% |
| All | +7.2% | +407.4% | -400.2% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling