-8.6%
TEL vs CCI
+7.6%
-16.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.3% | -0.6% |
| 7D | -0.5% | +5.0% | -5.5% | -1.1% |
| 30D | +0.6% | +36.4% | -35.8% | -3.7% |
| 3M | +2.0% | +20.4% | -18.4% | -0.7% |
| 6M | +8.1% | +4.9% | +3.2% | +8.3% |
| YTD | -2.2% | +7.8% | -9.9% | -2.6% |
| 1Y | -8.6% | +7.3% | -15.9% | -8.5% |
| All | -8.6% | +7.6% | -16.2% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling