+49.5%
TXN vs CCI
-15.7%
+65.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +4.1% |
| 7D | +4.0% | -0.3% | +4.2% | +3.9% |
| 30D | -2.9% | +2.2% | -5.1% | -2.6% |
| 3M | -9.1% | -16.9% | +7.8% | -9.6% |
| 6M | +36.6% | -11.5% | +48.2% | +35.3% |
| YTD | +57.5% | -12.8% | +70.3% | +57.0% |
| 1Y | +49.5% | -17.1% | +66.6% | +52.3% |
| All | +49.5% | -15.7% | +65.3% | +52.3% |
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