+39.1%
TMUS vs CCI
-9.6%
+48.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.9% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | +5.3% | +2.7% | +2.6% | +4.5% |
| 3M | +3.1% | -18.2% | +21.3% | +8.1% |
| 6M | -16.5% | -14.8% | -1.7% | -13.3% |
| YTD | -9.2% | -12.6% | +3.4% | -6.4% |
| 1Y | -26.5% | -16.7% | -9.7% | -23.4% |
| All | +39.1% | -9.6% | +48.7% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling