-10.3%
TSCO vs CCI
-50.8%
+40.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | -3.1% | -4.4% | +1.3% | -2.0% |
| 30D | -4.4% | +0.3% | -4.7% | -4.4% |
| 3M | +9.7% | -20.0% | +29.7% | +15.9% |
| 6M | -32.4% | -14.5% | -17.9% | -29.9% |
| YTD | -31.7% | -14.9% | -16.8% | -29.3% |
| 1Y | -41.3% | -17.7% | -23.6% | -38.8% |
| 3Y | -18.3% | -12.4% | -5.9% | -17.5% |
| 5Y | -10.3% | -50.1% | +39.9% | +11.0% |
| All | -10.3% | -50.8% | +40.5% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling