+2,938.5%
CCI vs TRI
+518.6%
+2,419.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +3.4% |
| 7D | +0.2% | -7.1% | +7.3% | +3.6% |
| 30D | +0.5% | -2.3% | +2.8% | +1.1% |
| 3M | -16.3% | +19.6% | -35.8% | -24.9% |
| 6M | -13.9% | -8.7% | -5.2% | -13.0% |
| YTD | -12.4% | -22.3% | +9.8% | -5.8% |
| 1Y | -15.2% | -40.7% | +25.5% | +5.2% |
| 3Y | -9.9% | -17.8% | +7.9% | -9.2% |
| 5Y | -50.8% | -8.5% | -42.3% | -53.9% |
| 10Y | +18.3% | +192.6% | -174.3% | -44.3% |
| All | +2,938.5% | +518.6% | +2,419.9% | +607.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling