+71.9%
TXN vs CCI
-10.8%
+82.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.0% |
| 7D | +2.7% | -0.3% | +2.9% | +2.7% |
| 30D | -6.7% | +2.1% | -8.9% | -6.8% |
| 3M | -8.9% | -17.8% | +8.9% | -7.9% |
| 6M | +34.7% | -14.2% | +48.9% | +35.4% |
| YTD | +53.3% | -13.3% | +66.7% | +53.9% |
| 1Y | +45.0% | -16.6% | +61.7% | +46.3% |
| All | +71.9% | -10.8% | +82.7% | +63.9% |
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 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