+396.5%
TTMI vs CCI
+67.9%
+328.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.2% |
| 7D | +11.4% | +2.5% | +8.9% | +10.6% |
| 30D | -28.3% | +14.4% | -42.7% | -30.9% |
| 3M | -46.7% | +21.7% | -68.3% | -49.6% |
| 6M | -56.1% | +4.0% | -60.1% | -57.3% |
| YTD | +7.4% | +6.2% | +1.1% | +3.2% |
| 1Y | +17.4% | +5.4% | +12.0% | +13.2% |
| 3Y | +429.1% | +11.7% | +417.4% | +380.4% |
| 5Y | +418.8% | -35.6% | +454.4% | +475.5% |
| All | +396.5% | +67.9% | +328.6% | +340.2% |
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