+43.3%
TGT vs CCI
-10.8%
+54.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -2.9% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | +4.4% | +2.1% | +2.3% | +3.9% |
| 3M | +25.4% | -17.8% | +43.2% | +30.7% |
| 6M | +33.4% | -14.2% | +47.5% | +37.3% |
| YTD | +65.6% | -13.3% | +78.9% | +69.6% |
| 1Y | +80.3% | -16.6% | +96.9% | +86.1% |
| All | +43.3% | -10.8% | +54.1% | +37.9% |
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