+812.9%
TTMI vs CCI
-51.2%
+864.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.8% |
| 7D | +7.5% | -0.3% | +7.7% | +7.5% |
| 30D | -4.5% | +2.1% | -6.6% | -4.9% |
| 3M | -28.5% | -17.8% | -10.7% | -26.0% |
| 6M | +28.4% | -14.2% | +42.5% | +30.9% |
| YTD | +80.1% | -13.3% | +93.4% | +82.4% |
| 1Y | +161.0% | -16.6% | +177.6% | +166.8% |
| 3Y | +862.4% | -10.8% | +873.2% | +816.9% |
| 5Y | +812.9% | -50.3% | +863.3% | +949.1% |
| All | +812.9% | -51.2% | +864.2% | +949.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling