+96.7%
TFC vs CCI
-10.9%
+107.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | +2.2% | +0.2% | +2.1% | +2.2% |
| 30D | -2.5% | +0.5% | -3.0% | -2.6% |
| 3M | +4.5% | -16.3% | +20.8% | +7.9% |
| 6M | +11.0% | -13.9% | +24.9% | +13.8% |
| YTD | +5.9% | -12.4% | +18.3% | +8.0% |
| 1Y | +14.6% | -15.2% | +29.8% | +17.5% |
| 3Y | +96.7% | -9.9% | +106.6% | +84.3% |
| All | +96.7% | -10.9% | +107.6% | +84.3% |
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