+444.9%
TTMI vs CCI
+10.7%
+434.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.0% |
| 7D | +22.6% | -1.4% | +24.0% | +22.5% |
| 30D | -34.3% | +12.7% | -47.0% | -33.8% |
| 3M | -44.8% | +23.0% | -67.8% | -44.2% |
| 6M | -53.3% | +0.6% | -53.9% | -53.0% |
| YTD | +10.6% | +4.9% | +5.7% | +10.8% |
| 1Y | +8.2% | +0.7% | +7.5% | +8.5% |
| All | +444.9% | +10.7% | +434.1% | +418.5% |
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