+46.9%
CCI vs TRU
+228.6%
-181.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.9% |
| 7D | +0.2% | -7.2% | +7.4% | +2.1% |
| 30D | +0.5% | -2.8% | +3.3% | +1.2% |
| 3M | -16.3% | +13.0% | -29.3% | -19.2% |
| 6M | -13.9% | +0.7% | -14.6% | -14.7% |
| YTD | -12.4% | -9.0% | -3.4% | -11.5% |
| 1Y | -15.2% | -16.3% | +1.1% | -12.8% |
| 3Y | -9.9% | -1.1% | -8.8% | -16.4% |
| 5Y | -50.8% | -36.0% | -14.8% | -49.0% |
| 10Y | +18.3% | +139.9% | -121.6% | -13.6% |
| All | +46.9% | +228.6% | -181.7% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling