-17.9%
TMUS vs CCI
+0.6%
-18.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | +6.5% | -1.4% | +7.9% | +6.5% |
| 30D | +11.3% | +12.7% | -1.5% | +11.3% |
| 3M | -2.9% | +23.0% | -25.9% | -2.0% |
| 6M | -10.5% | +0.6% | -11.1% | -6.0% |
| YTD | -14.4% | +4.9% | -19.3% | -9.5% |
| 1Y | -17.9% | +0.7% | -18.6% | -13.6% |
| All | -17.9% | +0.6% | -18.5% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling