+68.4%
T vs CCI
+17.8%
+50.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.4% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | +4.6% | +2.1% | +2.4% | +3.8% |
| 3M | +12.2% | -17.8% | +30.1% | +19.6% |
| 6M | -6.5% | -14.2% | +7.7% | -2.1% |
| YTD | +4.9% | -13.3% | +18.2% | +9.0% |
| 1Y | -10.5% | -16.6% | +6.1% | -5.9% |
| 3Y | +104.6% | -10.8% | +115.4% | +106.9% |
| 5Y | +64.2% | -50.3% | +114.5% | +100.4% |
| 10Y | +68.4% | +22.5% | +45.9% | +60.7% |
| All | +68.4% | +17.8% | +50.7% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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