+637.6%
TEAM vs CCI
+63.4%
+574.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -17.2% | +0.9% | -18.1% | -17.4% |
| 30D | -25.1% | +10.3% | -35.4% | -28.2% |
| 3M | +3.9% | +17.9% | -14.0% | -3.8% |
| 6M | +69.1% | -0.5% | +69.6% | +67.9% |
| YTD | -4.5% | +2.7% | -7.2% | -7.5% |
| 1Y | -1.9% | +3.1% | -5.0% | -5.3% |
| 3Y | -9.3% | +8.0% | -17.3% | -18.9% |
| 5Y | -65.2% | -37.8% | -27.4% | -58.4% |
| 10Y | +467.0% | +56.5% | +410.5% | +308.9% |
| All | +637.6% | +63.4% | +574.2% | +393.9% |
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