+203.6%
TGT vs CCI
+23.6%
+180.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.7% |
| 7D | -5.2% | -0.3% | -5.0% | -5.2% |
| 30D | +1.2% | +2.2% | -1.0% | +0.5% |
| 3M | +18.4% | -16.9% | +35.3% | +25.1% |
| 6M | +33.4% | -11.5% | +45.0% | +37.6% |
| YTD | +63.8% | -12.8% | +76.6% | +69.2% |
| 1Y | +77.2% | -17.1% | +94.2% | +85.7% |
| 3Y | +41.8% | -9.6% | +51.4% | +41.0% |
| 5Y | -25.5% | -48.9% | +23.4% | -11.1% |
| All | +203.6% | +23.6% | +180.0% | +198.6% |
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 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