+41.6%
TXN vs CCI
-18.8%
+60.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +1.6% |
| 7D | -0.1% | -0.4% | +0.3% | -0.1% |
| 30D | -6.9% | +2.7% | -9.6% | -6.6% |
| 3M | -14.9% | -18.2% | +3.3% | -15.2% |
| 6M | +29.0% | -14.8% | +43.8% | +27.7% |
| YTD | +51.5% | -12.6% | +64.1% | +51.2% |
| 1Y | +41.6% | -16.7% | +58.3% | +43.9% |
| All | +41.6% | -18.8% | +60.3% | +43.9% |
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 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