+1,115.3%
TGT vs CCI
+905.5%
+209.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.6% |
| 7D | +0.8% | -0.4% | +1.2% | +0.8% |
| 30D | +12.2% | +2.7% | +9.5% | +11.6% |
| 3M | +33.8% | -18.2% | +52.0% | +38.9% |
| 6M | +39.3% | -14.8% | +54.1% | +43.1% |
| YTD | +72.9% | -12.6% | +85.5% | +76.4% |
| 1Y | +84.6% | -16.7% | +101.3% | +90.1% |
| 3Y | +46.2% | -10.5% | +56.7% | +47.1% |
| 5Y | -21.3% | -51.4% | +30.1% | -11.6% |
| 10Y | +213.5% | +20.0% | +193.5% | +194.3% |
| All | +1,115.3% | +905.5% | +209.9% | +571.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling