+275.3%
TMUS vs CCI
+325.3%
-50.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +2.1% |
| 7D | +3.6% | -0.1% | +3.7% | +3.5% |
| 30D | -3.4% | +28.4% | -31.8% | -16.6% |
| 3M | -9.5% | +20.0% | -29.4% | -19.3% |
| 6M | -15.2% | +0.8% | -16.0% | -17.9% |
| YTD | -18.9% | +3.6% | -22.5% | -23.4% |
| 1Y | -17.7% | +6.1% | -23.8% | -23.3% |
| 3Y | +15.6% | +7.2% | +8.4% | +3.6% |
| 5Y | +38.9% | -37.0% | +75.9% | +58.6% |
| 10Y | +245.3% | +54.2% | +191.1% | +115.6% |
| All | +275.3% | +325.3% | -50.0% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling