+97.2%
TFC vs CCI
+17.8%
+79.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -2.3% | +2.1% | -4.5% | -3.1% |
| 3M | +2.5% | -17.8% | +20.3% | +9.7% |
| 6M | +9.5% | -14.2% | +23.7% | +14.8% |
| YTD | +5.1% | -13.3% | +18.4% | +9.0% |
| 1Y | +15.5% | -16.6% | +32.1% | +21.3% |
| 3Y | +95.2% | -10.8% | +106.0% | +92.6% |
| 5Y | +14.5% | -50.3% | +64.8% | +42.9% |
| 10Y | +97.2% | +22.5% | +74.7% | +120.4% |
| All | +97.2% | +17.8% | +79.4% | +120.4% |
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 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