-50.1%
CCI vs TRI
-11.1%
-39.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | -4.4% | -14.4% | +10.0% | -0.1% |
| 30D | +0.3% | -8.1% | +8.4% | +2.6% |
| 3M | -20.0% | +17.5% | -37.5% | -24.3% |
| 6M | -14.5% | -5.0% | -9.6% | -14.5% |
| YTD | -14.9% | -24.7% | +9.8% | -7.0% |
| 1Y | -17.7% | -41.5% | +23.8% | +0.3% |
| 3Y | -12.4% | -20.3% | +8.0% | -13.6% |
| 5Y | -50.1% | -10.9% | -39.2% | -56.4% |
| All | -50.1% | -11.1% | -39.0% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 5y: compounded portfolio wealth divided by compounded TRI 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…
5y analysis · Full analysis span regression · 6 months rolling