+379.5%
CCI vs TPR
+7,380.8%
-7,001.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -0.4% | -2.3% | +1.9% | +0.1% |
| 30D | +2.7% | -23.0% | +25.7% | +8.7% |
| 3M | -18.2% | -12.5% | -5.7% | -16.3% |
| 6M | -14.8% | -21.4% | +6.6% | -11.0% |
| YTD | -12.6% | -3.5% | -9.1% | -13.8% |
| 1Y | -16.7% | +17.4% | -34.1% | -22.2% |
| 3Y | -10.5% | +291.3% | -301.8% | -41.3% |
| 5Y | -51.4% | +241.9% | -293.3% | -68.5% |
| 10Y | +20.0% | +322.7% | -302.6% | -38.3% |
| All | +379.5% | +7,380.8% | -7,001.3% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling