+33.0%
TSM vs CCI
+4.0%
+29.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.4% |
| 7D | -2.5% | +0.9% | -3.4% | -2.3% |
| 30D | -14.3% | +10.3% | -24.6% | -12.9% |
| 3M | -7.2% | +17.9% | -25.1% | -4.9% |
| 6M | -5.1% | -0.5% | -4.7% | -3.6% |
| YTD | +28.9% | +2.7% | +26.2% | +31.6% |
| All | +33.0% | +4.0% | +29.0% | +37.1% |
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