+443.6%
TEAM vs CCI
+67.9%
+375.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.0% |
| 7D | -2.4% | +2.5% | -4.9% | -3.4% |
| 30D | -26.7% | +14.4% | -41.1% | -30.7% |
| 3M | -9.6% | +21.7% | -31.3% | -17.2% |
| 6M | +86.0% | +4.0% | +82.0% | +81.4% |
| YTD | -7.5% | +6.2% | -13.7% | -11.6% |
| 1Y | -1.4% | +5.4% | -6.8% | -5.5% |
| 3Y | -14.3% | +11.7% | -26.0% | -24.2% |
| 5Y | -66.3% | -35.6% | -30.7% | -60.4% |
| All | +443.6% | +67.9% | +375.7% | +320.7% |
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