+245.7%
TSM vs CCI
-37.5%
+283.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.5% |
| 7D | -2.5% | +0.9% | -3.4% | -2.5% |
| 30D | -14.3% | +10.3% | -24.6% | -14.4% |
| 3M | -7.2% | +17.9% | -25.1% | -7.5% |
| 6M | -5.1% | -0.5% | -4.7% | -4.7% |
| YTD | +28.9% | +2.7% | +26.2% | +29.0% |
| 1Y | +37.1% | +3.1% | +33.9% | +37.1% |
| 3Y | +341.5% | +8.0% | +333.5% | +318.3% |
| 5Y | +245.7% | -37.8% | +283.5% | +278.9% |
| All | +245.7% | -37.5% | +283.2% | +278.9% |
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