+237.8%
TMUS vs CCI
+67.9%
+169.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.0% |
| 7D | +4.9% | +2.5% | +2.4% | +4.2% |
| 30D | +7.7% | +14.4% | -6.7% | +3.6% |
| 3M | -6.8% | +21.7% | -28.5% | -12.6% |
| 6M | -9.7% | +4.0% | -13.7% | -11.3% |
| YTD | -15.0% | +6.2% | -21.2% | -17.4% |
| 1Y | -19.1% | +5.4% | -24.5% | -21.3% |
| 3Y | +21.4% | +11.7% | +9.7% | +14.0% |
| 5Y | +51.2% | -35.6% | +86.8% | +68.0% |
| All | +237.8% | +67.9% | +169.8% | +242.4% |
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