+234.7%
TMUS vs CCI
+51.6%
+183.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.4% |
| 7D | +5.3% | +0.9% | +4.4% | +5.0% |
| 30D | +13.5% | +10.3% | +3.3% | +10.2% |
| 3M | -4.2% | +17.9% | -22.1% | -9.5% |
| 6M | -11.9% | -0.5% | -11.4% | -12.4% |
| YTD | -15.6% | +2.7% | -18.3% | -17.3% |
| 1Y | -16.8% | +3.1% | -19.9% | -18.7% |
| 3Y | +20.8% | +8.0% | +12.8% | +14.5% |
| 5Y | +48.0% | -37.8% | +85.8% | +66.0% |
| 10Y | +234.7% | +56.5% | +178.2% | +239.6% |
| All | +234.7% | +51.6% | +183.1% | +239.6% |
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