+328.6%
TMO vs CCI
+23.6%
+305.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.3% |
| 7D | -0.6% | -0.3% | -0.4% | -0.6% |
| 30D | +1.1% | +2.2% | -1.1% | +0.3% |
| 3M | +28.3% | -16.9% | +45.2% | +36.3% |
| 6M | +23.3% | -11.5% | +34.8% | +27.3% |
| YTD | +5.5% | -12.8% | +18.3% | +8.8% |
| 1Y | +24.5% | -17.1% | +41.6% | +30.7% |
| 3Y | +19.6% | -9.6% | +29.2% | +17.9% |
| 5Y | +8.1% | -48.9% | +57.1% | +34.6% |
| All | +328.6% | +23.6% | +305.0% | +320.6% |
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