-5.2%
TJX vs CCI
-18.8%
+13.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | -2.2% | -0.4% | -1.8% | -2.2% |
| 30D | -17.1% | +2.7% | -19.8% | -17.4% |
| 3M | -16.5% | -18.2% | +1.7% | -14.8% |
| 6M | -17.8% | -14.8% | -3.0% | -16.3% |
| YTD | -13.2% | -12.6% | -0.6% | -11.5% |
| 1Y | -5.2% | -16.7% | +11.5% | -3.5% |
| All | -5.2% | -18.8% | +13.6% | -3.5% |
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 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