+159.7%
TRV vs CCI
-49.3%
+209.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.7% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +1.7% | +2.2% | -0.5% | +1.3% |
| 3M | +23.9% | -16.9% | +40.8% | +27.8% |
| 6M | +26.3% | -11.5% | +37.8% | +28.6% |
| YTD | +30.8% | -12.8% | +43.7% | +33.3% |
| 1Y | +36.3% | -17.1% | +53.4% | +40.1% |
| 3Y | +145.0% | -9.6% | +154.7% | +145.4% |
| All | +159.7% | -49.3% | +209.0% | +180.9% |
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