+48.3%
TSEM vs CCI
+0.6%
+47.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.4% |
| 7D | +20.5% | -1.4% | +21.9% | +20.1% |
| 30D | -29.0% | +12.7% | -41.7% | -25.9% |
| 3M | -39.4% | +23.0% | -62.4% | -35.4% |
| 6M | -28.5% | +0.6% | -29.1% | -28.4% |
| YTD | +34.4% | +4.9% | +29.6% | +37.6% |
| 1Y | +48.3% | +0.7% | +47.7% | +60.7% |
| All | +48.3% | +0.6% | +47.8% | +60.7% |
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