+88.6%
TGT vs CCI
+7.6%
+81.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.5% | -0.8% | +4.7% |
| 7D | +9.5% | +5.0% | +4.4% | +8.7% |
| 30D | +6.6% | +36.4% | -29.8% | +1.1% |
| 3M | +11.0% | +20.4% | -9.4% | +8.4% |
| 6M | +29.9% | +4.9% | +25.0% | +30.2% |
| YTD | +71.4% | +7.8% | +63.7% | +70.6% |
| 1Y | +88.6% | +7.3% | +81.3% | +88.2% |
| All | +88.6% | +7.6% | +81.0% | +88.2% |
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