+607.6%
TEAM vs CCI
+66.2%
+541.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.8% |
| 7D | -22.2% | +3.2% | -25.4% | -23.2% |
| 30D | -28.1% | +12.2% | -40.3% | -31.7% |
| 3M | -2.2% | +23.1% | -25.3% | -11.0% |
| 6M | +62.2% | +1.3% | +61.0% | +59.8% |
| YTD | -8.4% | +4.5% | -12.8% | -11.9% |
| 1Y | -6.6% | +2.3% | -8.9% | -9.5% |
| 3Y | -15.7% | +9.8% | -25.5% | -25.1% |
| 5Y | -65.7% | -36.5% | -29.2% | -59.4% |
| 10Y | +441.0% | +64.7% | +376.3% | +279.0% |
| All | +607.6% | +66.2% | +541.4% | +370.4% |
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 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