+5,398.9%
TJX vs CCI
+907.3%
+4,491.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -3.3% | +0.2% | -3.4% | -3.3% |
| 30D | -19.9% | +0.5% | -20.4% | -19.9% |
| 3M | -19.0% | -16.3% | -2.8% | -17.0% |
| 6M | -18.6% | -13.9% | -4.6% | -17.0% |
| YTD | -15.3% | -12.4% | -2.9% | -14.0% |
| 1Y | -7.3% | -15.2% | +7.8% | -5.6% |
| 3Y | +46.6% | -9.9% | +56.4% | +46.7% |
| 5Y | +98.5% | -50.8% | +149.3% | +116.3% |
| 10Y | +289.1% | +18.3% | +270.8% | +273.6% |
| All | +5,398.9% | +907.3% | +4,491.6% | +3,585.7% |
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