+379.4%
TTD vs CCI
+24.8%
+354.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.5% |
| 7D | +6.3% | -0.4% | +6.7% | +6.6% |
| 30D | -23.9% | +2.7% | -26.6% | -24.9% |
| 3M | -31.4% | -18.2% | -13.2% | -24.8% |
| 6M | -42.7% | -14.8% | -27.9% | -38.6% |
| YTD | -62.0% | -12.6% | -49.4% | -60.1% |
| 1Y | -72.2% | -16.7% | -55.5% | -70.2% |
| 3Y | -81.9% | -10.5% | -71.4% | -82.5% |
| 5Y | -81.5% | -51.4% | -30.1% | -74.3% |
| All | +379.4% | +24.8% | +354.6% | +389.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling