+129.6%
TT vs CCI
-10.5%
+140.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.9% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | -7.2% | +2.7% | -9.9% | -7.2% |
| 3M | -3.0% | -18.2% | +15.2% | -1.8% |
| 6M | +1.4% | -14.8% | +16.1% | +2.2% |
| YTD | +15.9% | -12.6% | +28.5% | +16.3% |
| 1Y | +9.4% | -16.7% | +26.2% | +10.1% |
| All | +129.6% | -10.5% | +140.1% | +123.2% |
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