+331.4%
TSEM vs CCI
-36.6%
+368.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | +20.5% | -1.4% | +21.9% | +20.4% |
| 30D | -29.0% | +12.7% | -41.7% | -28.4% |
| 3M | -39.4% | +23.0% | -62.4% | -38.7% |
| 6M | -28.5% | +0.6% | -29.1% | -28.0% |
| YTD | +34.4% | +4.9% | +29.6% | +35.0% |
| 1Y | +48.3% | +0.7% | +47.7% | +49.4% |
| 3Y | +543.5% | +10.2% | +533.3% | +529.6% |
| 5Y | +331.4% | -36.4% | +367.9% | +346.5% |
| All | +331.4% | -36.6% | +368.0% | +346.5% |
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