+341.5%
TSM vs CCI
+6.5%
+334.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.3% |
| 7D | -2.5% | +0.9% | -3.4% | -2.2% |
| 30D | -14.3% | +10.3% | -24.6% | -12.4% |
| 3M | -7.2% | +17.9% | -25.1% | -3.7% |
| 6M | -5.1% | -0.5% | -4.7% | -4.2% |
| YTD | +28.9% | +2.7% | +26.2% | +30.9% |
| 1Y | +37.1% | +3.1% | +33.9% | +39.5% |
| 3Y | +341.5% | +8.0% | +333.5% | +341.6% |
| All | +341.5% | +6.5% | +334.9% | +341.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling