+893.7%
TT vs CCI
+17.2%
+876.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | -7.3% | +0.5% | -7.8% | -7.5% |
| 3M | -2.6% | -16.3% | +13.7% | +1.9% |
| 6M | +5.9% | -13.9% | +19.8% | +9.3% |
| YTD | +15.4% | -12.4% | +27.8% | +18.1% |
| 1Y | +8.2% | -15.2% | +23.4% | +11.7% |
| 3Y | +122.7% | -9.9% | +132.5% | +117.2% |
| 5Y | +145.0% | -50.8% | +195.8% | +200.1% |
| 10Y | +893.7% | +18.3% | +875.4% | +893.6% |
| All | +893.7% | +17.2% | +876.6% | +893.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling