+454.5%
TEAM vs CCI
+63.9%
+390.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -19.7% | -3.4% | -16.3% | -18.5% |
| 30D | -26.6% | +9.9% | -36.6% | -29.5% |
| 3M | -1.1% | +22.7% | -23.8% | -9.6% |
| 6M | +74.6% | +0.8% | +73.8% | +72.4% |
| YTD | -6.0% | +4.1% | -10.1% | -9.4% |
| 1Y | -3.2% | -0.6% | -2.6% | -4.9% |
| 3Y | -13.5% | +9.4% | -23.0% | -22.9% |
| 5Y | -65.5% | -36.8% | -28.6% | -59.1% |
| 10Y | +454.5% | +65.4% | +389.1% | +333.2% |
| All | +454.5% | +63.9% | +390.6% | +333.2% |
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