+558.1%
TTD vs CCI
+59.7%
+498.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.5% |
| 7D | +19.9% | +3.2% | +16.7% | +18.1% |
| 30D | +27.6% | +12.2% | +15.5% | +20.5% |
| 3M | +15.2% | +23.1% | -8.0% | +3.4% |
| 6M | -33.2% | +1.3% | -34.4% | -34.6% |
| YTD | -59.4% | +4.5% | -63.9% | -61.2% |
| 1Y | -64.4% | +2.3% | -66.7% | -65.6% |
| 3Y | -75.9% | +9.8% | -85.7% | -79.0% |
| 5Y | -82.6% | -36.5% | -46.1% | -79.0% |
| 10Y | +558.1% | +64.7% | +493.5% | +525.9% |
| All | +558.1% | +59.7% | +498.4% | +525.9% |
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