-19.8%
TLT vs CCI
+17.8%
-37.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.5% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | 0.0% | +2.1% | -2.2% | -0.1% |
| 3M | -2.9% | -17.8% | +15.0% | -1.9% |
| 6M | -6.3% | -14.2% | +7.9% | -5.6% |
| YTD | -3.3% | -13.3% | +10.0% | -2.8% |
| 1Y | -4.2% | -16.6% | +12.4% | -3.5% |
| 3Y | -1.7% | -10.8% | +9.1% | -1.1% |
| 5Y | -34.9% | -50.3% | +15.4% | -35.1% |
| 10Y | -19.8% | +22.5% | -42.3% | -26.3% |
| All | -19.8% | +17.8% | -37.6% | -26.3% |
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