+124.3%
TDG vs CCI
-49.3%
+173.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.6% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -7.7% | +2.2% | -9.9% | -8.2% |
| 3M | -9.3% | -16.9% | +7.6% | -5.4% |
| 6M | -9.4% | -11.5% | +2.2% | -7.2% |
| YTD | -14.3% | -12.8% | -1.4% | -12.1% |
| 1Y | -11.8% | -17.1% | +5.2% | -8.5% |
| 3Y | +52.0% | -9.6% | +61.6% | +47.8% |
| All | +124.3% | -49.3% | +173.6% | +166.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling