-25.6%
TGT vs CCI
-50.8%
+25.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | -5.0% | -4.4% | -0.7% | -3.7% |
| 30D | +3.0% | +0.3% | +2.7% | +2.9% |
| 3M | +22.6% | -20.0% | +42.6% | +31.0% |
| 6M | +31.2% | -14.5% | +45.7% | +36.7% |
| YTD | +63.7% | -14.9% | +78.6% | +70.2% |
| 1Y | +78.5% | -17.7% | +96.2% | +87.3% |
| 3Y | +40.5% | -12.4% | +52.9% | +39.5% |
| 5Y | -25.6% | -50.1% | +24.5% | -7.1% |
| All | -25.6% | -50.8% | +25.2% | -7.1% |
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