+1,598.5%
TSM vs CCI
+59.7%
+1,538.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.7% |
| 7D | -2.1% | +3.2% | -5.3% | -2.6% |
| 30D | -12.5% | +12.2% | -24.7% | -14.4% |
| 3M | -5.0% | +23.1% | -28.1% | -8.7% |
| 6M | -3.2% | +1.3% | -4.5% | -4.1% |
| YTD | +31.5% | +4.5% | +27.0% | +28.8% |
| 1Y | +35.7% | +2.3% | +33.4% | +33.5% |
| 3Y | +323.5% | +9.8% | +313.7% | +290.9% |
| 5Y | +263.4% | -36.5% | +299.9% | +300.5% |
| 10Y | +1,598.5% | +64.7% | +1,533.8% | +1,290.7% |
| All | +1,598.5% | +59.7% | +1,538.8% | +1,290.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling