+138.7%
TRV vs CCI
-10.8%
+149.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.5% |
| 7D | +0.2% | -0.3% | +0.4% | +0.2% |
| 30D | -2.3% | +2.1% | -4.5% | -2.7% |
| 3M | +22.7% | -17.8% | +40.5% | +26.6% |
| 6M | +21.9% | -14.2% | +36.1% | +24.7% |
| YTD | +27.5% | -13.3% | +40.8% | +29.9% |
| 1Y | +36.2% | -16.6% | +52.9% | +39.8% |
| All | +138.7% | -10.8% | +149.6% | +143.2% |
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