+508.5%
TTD vs CCI
+67.9%
+440.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.8% |
| 7D | +21.3% | +2.5% | +18.8% | +19.9% |
| 30D | +28.7% | +14.4% | +14.3% | +20.5% |
| 3M | +7.7% | +21.7% | -14.0% | -2.8% |
| 6M | -23.5% | +4.0% | -27.5% | -26.0% |
| YTD | -58.7% | +6.2% | -64.9% | -60.8% |
| 1Y | -63.4% | +5.4% | -68.8% | -65.2% |
| 3Y | -75.3% | +11.7% | -87.0% | -78.6% |
| 5Y | -84.4% | -35.6% | -48.7% | -81.2% |
| All | +508.5% | +67.9% | +440.5% | +446.7% |
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