+17.4%
TTMI vs CCI
+2.5%
+14.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -2.7% |
| 7D | +11.4% | +2.5% | +8.9% | +11.9% |
| 30D | -28.3% | +14.4% | -42.7% | -27.1% |
| 3M | -46.7% | +21.7% | -68.3% | -45.7% |
| 6M | -56.1% | +4.0% | -60.1% | -55.8% |
| YTD | +7.4% | +6.2% | +1.1% | +7.7% |
| 1Y | +17.4% | +5.4% | +12.0% | +21.1% |
| All | +17.4% | +2.5% | +14.9% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling