-1.1%
TLT vs CCI
-10.9%
+9.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | -0.3% | +0.5% | -0.8% | -0.4% |
| 3M | -1.7% | -16.3% | +14.5% | +1.0% |
| 6M | -4.9% | -13.9% | +9.0% | -2.9% |
| YTD | -2.8% | -12.4% | +9.6% | -1.3% |
| 1Y | -4.2% | -15.2% | +11.0% | -2.1% |
| 3Y | -1.1% | -9.9% | +8.8% | -4.0% |
| All | -1.1% | -10.9% | +9.8% | -4.0% |
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