+890.1%
TTMI vs CCI
-10.3%
+900.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +3.4% |
| 7D | +0.7% | -0.3% | +0.9% | +0.6% |
| 30D | -8.4% | +2.2% | -10.7% | -8.4% |
| 3M | -32.5% | -16.9% | -15.6% | -32.1% |
| 6M | +32.5% | -11.5% | +44.0% | +32.4% |
| YTD | +83.2% | -12.8% | +96.1% | +82.9% |
| 1Y | +161.7% | -17.1% | +178.7% | +162.3% |
| 3Y | +890.1% | -9.6% | +899.8% | +811.1% |
| All | +890.1% | -10.3% | +900.4% | +811.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling