-3.0%
TFC vs CCI
-37.1%
+34.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.2% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +8.3% | +28.4% | -20.1% | +0.4% |
| 3M | -5.2% | +20.0% | -25.2% | -10.4% |
| 6M | -0.8% | +0.8% | -1.6% | -1.4% |
| YTD | +3.4% | +3.6% | -0.2% | +1.1% |
| 1Y | +17.0% | +6.1% | +10.9% | +13.3% |
| 3Y | +86.2% | +7.2% | +79.0% | +71.1% |
| All | -3.0% | -37.1% | +34.1% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling