-49.1%
TSLL vs CCI
-36.7%
-12.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -4.0% |
| 7D | +17.8% | +2.5% | +15.3% | +17.2% |
| 30D | +8.2% | +14.4% | -6.2% | +4.8% |
| 3M | +20.9% | +21.7% | -0.8% | +15.1% |
| 6M | -37.5% | +4.0% | -41.5% | -38.7% |
| YTD | -44.5% | +6.2% | -50.7% | -46.2% |
| 1Y | -33.0% | +5.4% | -38.4% | -35.0% |
| 3Y | -6.4% | +11.7% | -18.1% | -24.7% |
| All | -49.1% | -36.7% | -12.4% | -19.9% |
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