-19.1%
TE vs CCI
-10.8%
-8.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -1.9% | -3.0% |
| 7D | +15.0% | -0.3% | +15.3% | +15.0% |
| 30D | -7.5% | +2.1% | -9.7% | -7.5% |
| 3M | -42.0% | -17.8% | -24.1% | -40.9% |
| 6M | -31.4% | -14.2% | -17.2% | -30.5% |
| YTD | -26.5% | -13.3% | -13.1% | -25.9% |
| 1Y | +153.1% | -16.6% | +169.7% | +157.9% |
| All | -19.1% | -10.8% | -8.3% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling