+1,995.2%
TRV vs CCI
+907.3%
+1,087.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | -4.9% | +0.5% | -5.4% | -4.9% |
| 3M | +23.7% | -16.3% | +40.0% | +27.3% |
| 6M | +20.3% | -13.9% | +34.3% | +23.0% |
| YTD | +27.1% | -12.4% | +39.5% | +29.2% |
| 1Y | +35.3% | -15.2% | +50.5% | +38.3% |
| 3Y | +139.8% | -9.9% | +149.7% | +140.4% |
| 5Y | +153.9% | -50.8% | +204.7% | +179.4% |
| 10Y | +285.9% | +18.3% | +267.6% | +267.3% |
| All | +1,995.2% | +907.3% | +1,087.9% | +1,229.7% |
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 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