+502.9%
TEAM vs CCI
+17.8%
+485.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.2% |
| 7D | -4.7% | -0.3% | -4.4% | -4.5% |
| 30D | +17.0% | +2.1% | +14.9% | +16.1% |
| 3M | +85.9% | -17.8% | +103.7% | +101.3% |
| 6M | +116.7% | -14.2% | +130.8% | +129.7% |
| YTD | +9.6% | -13.3% | +23.0% | +14.7% |
| 1Y | -2.5% | -16.6% | +14.1% | +3.5% |
| 3Y | -14.0% | -10.8% | -3.2% | -15.9% |
| 5Y | -53.1% | -50.3% | -2.8% | -38.5% |
| 10Y | +502.9% | +22.5% | +480.4% | +449.7% |
| All | +502.9% | +17.8% | +485.1% | +449.7% |
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