+128.4%
TLT vs CCI
+5,260.7%
-5,132.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.3% |
| 7D | -0.3% | +3.2% | -3.5% | -0.2% |
| 30D | +3.7% | +12.2% | -8.5% | +4.1% |
| 3M | -0.7% | +23.1% | -23.8% | +0.1% |
| 6M | -4.2% | +1.3% | -5.4% | -4.1% |
| YTD | -4.0% | +4.5% | -8.5% | -3.7% |
| 1Y | -5.8% | +2.3% | -8.1% | -5.6% |
| 3Y | +4.1% | +9.8% | -5.7% | +4.9% |
| 5Y | -34.8% | -36.5% | +1.7% | -36.0% |
| 10Y | -12.3% | +64.7% | -77.0% | -8.3% |
| All | +128.4% | +5,260.7% | -5,132.4% | +182.4% |
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