-80.5%
TE vs CCI
-12.6%
-68.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.3% |
| 7D | -19.1% | +2.5% | -21.6% | -19.4% |
| 30D | -34.1% | +14.4% | -48.6% | -35.8% |
| 3M | -60.1% | +21.7% | -81.8% | -61.6% |
| 6M | -66.0% | +4.0% | -70.0% | -66.4% |
| YTD | -71.4% | +6.2% | -77.6% | -72.1% |
| 1Y | -45.3% | +5.4% | -50.7% | -46.7% |
| 3Y | +9.1% | +11.7% | -2.6% | +2.4% |
| 5Y | -82.6% | -35.6% | -47.0% | -81.3% |
| All | -80.5% | -12.6% | -68.0% | -79.2% |
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