+220.3%
TTMI vs CCI
+520.0%
-299.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.3% |
| 7D | +11.4% | +2.5% | +8.9% | +10.4% |
| 30D | -28.3% | +14.4% | -42.7% | -31.7% |
| 3M | -46.7% | +21.7% | -68.3% | -50.4% |
| 6M | -56.1% | +4.0% | -60.1% | -57.8% |
| YTD | +7.4% | +6.2% | +1.1% | +1.9% |
| 1Y | +17.4% | +5.4% | +12.0% | +11.8% |
| 3Y | +429.1% | +11.7% | +417.4% | +380.4% |
| 5Y | +418.8% | -35.6% | +454.4% | +461.2% |
| 10Y | +411.2% | +68.7% | +342.5% | +289.5% |
| All | +220.3% | +520.0% | -299.6% | +105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling