+537.0%
TDG vs CCI
+23.6%
+513.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.3% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -7.7% | +2.2% | -9.9% | -8.5% |
| 3M | -9.3% | -16.9% | +7.6% | -3.4% |
| 6M | -9.4% | -11.5% | +2.2% | -6.2% |
| YTD | -14.3% | -12.8% | -1.4% | -11.2% |
| 1Y | -11.8% | -17.1% | +5.2% | -7.1% |
| 3Y | +52.0% | -9.6% | +61.6% | +47.9% |
| 5Y | +128.8% | -48.9% | +177.8% | +190.3% |
| All | +537.0% | +23.6% | +513.4% | +504.9% |
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