+180.5%
TRV vs CCI
-35.6%
+216.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | +2.0% | +2.5% | -0.5% | +1.6% |
| 30D | +6.7% | +14.4% | -7.7% | +4.4% |
| 3M | +9.4% | +21.7% | -12.3% | +5.7% |
| 6M | +37.7% | +4.0% | +33.7% | +36.5% |
| YTD | +40.6% | +6.2% | +34.4% | +38.4% |
| 1Y | +42.4% | +5.4% | +37.0% | +40.4% |
| 3Y | +148.1% | +11.7% | +136.4% | +139.8% |
| All | +180.5% | -35.6% | +216.1% | +194.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling