-43.7%
TSCO vs CCI
-15.7%
-27.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.9% |
| 7D | -5.7% | -0.3% | -5.4% | -5.6% |
| 30D | -8.8% | +2.2% | -11.0% | -9.1% |
| 3M | +6.3% | -16.9% | +23.2% | +10.2% |
| 6M | -32.3% | -11.5% | -20.7% | -30.7% |
| YTD | -32.7% | -12.8% | -19.9% | -30.8% |
| 1Y | -43.7% | -17.1% | -26.6% | -41.6% |
| All | -43.7% | -15.7% | -27.9% | -41.6% |
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