-14.6%
TEAM vs CCI
-10.9%
-3.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.1% | -7.0% |
| 7D | -5.7% | +0.2% | -5.8% | -5.7% |
| 30D | +18.3% | +0.5% | +17.8% | +18.2% |
| 3M | +80.2% | -16.3% | +96.5% | +83.6% |
| 6M | +111.0% | -13.9% | +124.9% | +114.0% |
| YTD | +8.8% | -12.4% | +21.2% | +10.3% |
| 1Y | +2.2% | -15.2% | +17.3% | +3.9% |
| 3Y | -14.6% | -9.9% | -4.7% | -18.4% |
| All | -14.6% | -10.9% | -3.7% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling