+253.1%
TSEM vs CCI
-18.8%
+271.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.9% | +9.7% | +7.1% |
| 7D | +6.9% | -0.4% | +7.3% | +6.8% |
| 30D | +5.3% | +2.7% | +2.6% | +6.6% |
| 3M | -14.9% | -18.2% | +3.3% | -19.2% |
| 6M | +80.0% | -14.8% | +94.8% | +73.6% |
| YTD | +89.4% | -12.6% | +101.9% | +84.3% |
| 1Y | +253.1% | -16.7% | +269.8% | +241.3% |
| All | +253.1% | -18.8% | +271.8% | +241.3% |
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