-35.3%
TSLL vs CCI
-10.5%
-24.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.9% | -10.0% | -12.0% |
| 7D | +1.9% | -0.4% | +2.3% | +1.8% |
| 30D | +17.8% | +2.7% | +15.1% | +18.0% |
| 3M | -37.0% | -18.2% | -18.8% | -38.1% |
| 6M | -37.7% | -14.8% | -22.9% | -38.3% |
| YTD | -51.4% | -12.6% | -38.8% | -51.9% |
| 1Y | -23.4% | -16.7% | -6.6% | -24.2% |
| All | -35.3% | -10.5% | -24.8% | -44.2% |
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