+97.2%
TJX vs CCI
-49.3%
+146.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.8% |
| 7D | -4.6% | -0.3% | -4.3% | -4.5% |
| 30D | -17.2% | +2.2% | -19.4% | -17.6% |
| 3M | -24.9% | -16.9% | -8.0% | -22.0% |
| 6M | -19.7% | -11.5% | -8.1% | -17.9% |
| YTD | -17.2% | -12.8% | -4.4% | -15.3% |
| 1Y | -9.4% | -17.1% | +7.7% | -6.4% |
| 3Y | +43.1% | -9.6% | +52.7% | +41.3% |
| All | +97.2% | -49.3% | +146.5% | +132.8% |
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 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