-53.2%
TE vs CCI
-28.1%
-25.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.6% |
| 7D | -4.0% | -0.4% | -3.6% | -3.9% |
| 30D | -15.9% | +2.7% | -18.6% | -16.3% |
| 3M | -60.5% | -18.2% | -42.3% | -59.2% |
| 6M | -35.2% | -14.8% | -20.4% | -33.7% |
| YTD | -31.1% | -12.6% | -18.5% | -30.4% |
| 1Y | +148.6% | -16.7% | +165.4% | +154.9% |
| 3Y | -26.4% | -10.5% | -15.9% | -27.7% |
| 5Y | -48.0% | -51.4% | +3.4% | -41.9% |
| All | -53.2% | -28.1% | -25.1% | -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 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