+12,981.4%
TDG vs CCI
+303.8%
+12,677.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -6.5% | +0.5% | -7.0% | -6.8% |
| 3M | -5.1% | -16.3% | +11.2% | +0.9% |
| 6M | -11.5% | -13.9% | +2.4% | -7.3% |
| YTD | -13.9% | -12.4% | -1.5% | -11.0% |
| 1Y | -11.5% | -15.2% | +3.7% | -7.5% |
| 3Y | +53.7% | -9.9% | +63.5% | +51.3% |
| 5Y | +135.5% | -50.8% | +186.4% | +195.5% |
| 10Y | +535.2% | +18.3% | +516.9% | +447.7% |
| All | +12,981.4% | +303.8% | +12,677.6% | +6,532.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling