+273.1%
TSM vs CCI
-51.4%
+324.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.7% | +2.9% |
| 7D | +2.7% | -0.4% | +3.1% | +2.7% |
| 30D | +3.6% | +2.7% | +0.9% | +3.5% |
| 3M | -3.4% | -18.2% | +14.8% | -2.4% |
| 6M | +20.6% | -14.8% | +35.4% | +21.4% |
| YTD | +41.9% | -12.6% | +54.5% | +42.3% |
| 1Y | +84.4% | -16.7% | +101.1% | +85.5% |
| 3Y | +380.2% | -10.5% | +390.7% | +360.0% |
| All | +273.1% | -51.4% | +324.5% | +300.8% |
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