+146.0%
TT vs CCI
-51.4%
+197.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.2% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | -7.2% | +2.7% | -9.9% | -7.7% |
| 3M | -3.0% | -18.2% | +15.2% | +1.0% |
| 6M | +1.4% | -14.8% | +16.1% | +4.2% |
| YTD | +15.9% | -12.6% | +28.5% | +18.0% |
| 1Y | +9.4% | -16.7% | +26.2% | +12.7% |
| 3Y | +124.4% | -10.5% | +134.9% | +117.5% |
| All | +146.0% | -51.4% | +197.5% | +200.8% |
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