+283.6%
TJX vs CCI
+23.6%
+260.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.0% |
| 7D | -4.6% | -0.3% | -4.3% | -4.5% |
| 30D | -17.2% | +2.2% | -19.4% | -17.7% |
| 3M | -24.9% | -16.9% | -8.0% | -20.9% |
| 6M | -19.7% | -11.5% | -8.1% | -17.2% |
| YTD | -17.2% | -12.8% | -4.4% | -14.7% |
| 1Y | -9.4% | -17.1% | +7.7% | -5.4% |
| 3Y | +43.1% | -9.6% | +52.7% | +41.3% |
| 5Y | +96.7% | -48.9% | +145.6% | +137.0% |
| All | +283.6% | +23.6% | +260.0% | +262.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling