-53.4%
TE vs CCI
-29.9%
-23.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.0% | -6.4% |
| 7D | +0.9% | -4.4% | +5.3% | +1.7% |
| 30D | -16.3% | +0.3% | -16.6% | -16.3% |
| 3M | -40.8% | -20.0% | -20.8% | -38.4% |
| 6M | -42.6% | -14.5% | -28.1% | -41.4% |
| YTD | -31.4% | -14.9% | -16.6% | -30.4% |
| 1Y | +144.9% | -17.7% | +162.6% | +151.4% |
| 3Y | -26.0% | -12.4% | -13.6% | -27.0% |
| 5Y | -48.5% | -50.1% | +1.6% | -42.2% |
| All | -53.4% | -29.9% | -23.4% | -48.0% |
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