+1,084.3%
TTMI vs CCI
+20.8%
+1,063.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | +6.0% | -4.4% | +10.4% | +7.1% |
| 30D | -6.4% | +0.3% | -6.7% | -6.6% |
| 3M | -28.9% | -20.0% | -9.0% | -25.3% |
| 6M | +26.9% | -14.5% | +41.4% | +30.1% |
| YTD | +77.3% | -14.9% | +92.2% | +81.2% |
| 1Y | +147.5% | -17.7% | +165.2% | +155.2% |
| 3Y | +847.6% | -12.4% | +860.0% | +824.2% |
| 5Y | +802.2% | -50.1% | +852.3% | +965.9% |
| All | +1,084.3% | +20.8% | +1,063.6% | +1,167.8% |
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