-49.3%
TE vs CCI
-49.3%
0.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | 0.0% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -5.9% | +2.2% | -8.1% | -6.5% |
| 3M | -45.6% | -16.9% | -28.7% | -42.8% |
| 6M | -43.4% | -11.5% | -31.8% | -42.2% |
| YTD | -31.0% | -12.8% | -18.1% | -29.9% |
| 1Y | +145.2% | -17.1% | +162.3% | +155.1% |
| 3Y | -24.1% | -9.6% | -14.4% | -28.6% |
| All | -49.3% | -49.3% | 0.0% | -31.0% |
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 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