+361.1%
TTD vs CCI
+23.7%
+337.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -4.6% | -0.3% | -4.3% | -4.4% |
| 30D | +3.7% | +2.1% | +1.5% | +2.7% |
| 3M | -30.2% | -17.8% | -12.4% | -23.7% |
| 6M | -51.4% | -14.2% | -37.2% | -48.1% |
| YTD | -63.4% | -13.3% | -50.1% | -61.4% |
| 1Y | -73.5% | -16.6% | -56.9% | -71.6% |
| 3Y | -83.5% | -10.8% | -72.6% | -83.9% |
| 5Y | -80.9% | -50.3% | -30.6% | -73.8% |
| All | +361.1% | +23.7% | +337.4% | +372.6% |
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