+22.4%
CCI vs TRU
+147.2%
-124.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.1% |
| 7D | -0.3% | -2.7% | +2.5% | +0.4% |
| 30D | +2.2% | -2.0% | +4.3% | +2.7% |
| 3M | -16.9% | +18.4% | -35.3% | -20.8% |
| 6M | -11.5% | +8.9% | -20.4% | -14.1% |
| YTD | -12.8% | -8.9% | -3.9% | -11.9% |
| 1Y | -17.1% | -15.9% | -1.2% | -14.8% |
| 3Y | -9.6% | -1.1% | -8.6% | -16.4% |
| 5Y | -48.9% | -35.2% | -13.8% | -46.9% |
| All | +22.4% | +147.2% | -124.7% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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