-80.6%
TTD vs CCI
-50.2%
-30.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | +1.7% | +0.2% | +1.6% | +1.7% |
| 30D | +1.6% | +0.5% | +1.1% | +1.5% |
| 3M | -27.8% | -16.3% | -11.6% | -22.6% |
| 6M | -52.1% | -13.9% | -38.2% | -49.4% |
| YTD | -63.1% | -12.4% | -50.6% | -61.5% |
| 1Y | -73.1% | -15.2% | -57.9% | -71.5% |
| 3Y | -83.3% | -9.9% | -73.4% | -84.3% |
| 5Y | -80.6% | -50.8% | -29.8% | -72.4% |
| All | -80.6% | -50.2% | -30.4% | -72.4% |
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