+734.7%
TT vs CCI
+59.7%
+675.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.4% |
| 7D | +0.8% | +3.2% | -2.4% | -0.2% |
| 30D | -11.8% | +12.2% | -24.0% | -14.8% |
| 3M | -11.6% | +23.1% | -34.7% | -17.1% |
| 6M | -9.3% | +1.3% | -10.6% | -10.8% |
| YTD | +8.9% | +4.5% | +4.4% | +5.5% |
| 1Y | -2.2% | +2.3% | -4.5% | -4.7% |
| 3Y | +91.9% | +9.8% | +82.1% | +76.1% |
| 5Y | +136.0% | -36.5% | +172.5% | +166.2% |
| 10Y | +734.7% | +64.7% | +670.1% | +638.4% |
| All | +734.7% | +59.7% | +675.0% | +638.4% |
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