-45.5%
CCI vs TSLQ
-97.2%
+51.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.4% |
| 7D | -0.3% | -6.6% | +6.3% | -0.3% |
| 30D | +2.2% | -24.3% | +26.5% | +2.0% |
| 3M | -16.9% | -3.6% | -13.3% | -16.8% |
| 6M | -11.5% | -12.0% | +0.4% | -11.4% |
| YTD | -12.8% | +1.4% | -14.2% | -12.5% |
| 1Y | -17.1% | -43.6% | +26.5% | -17.4% |
| 3Y | -9.6% | -95.4% | +85.8% | -11.8% |
| All | -45.5% | -97.2% | +51.7% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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