+56.4%
TXN vs CCI
-50.8%
+107.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.8% |
| 7D | +2.0% | -4.4% | +6.4% | +2.7% |
| 30D | -8.0% | +0.3% | -8.3% | -8.1% |
| 3M | -7.8% | -20.0% | +12.2% | -4.3% |
| 6M | +32.4% | -14.5% | +46.9% | +35.2% |
| YTD | +51.7% | -14.9% | +66.6% | +54.5% |
| 1Y | +44.3% | -17.7% | +62.0% | +48.0% |
| 3Y | +71.3% | -12.4% | +83.6% | +67.1% |
| 5Y | +56.4% | -50.1% | +106.5% | +81.8% |
| All | +56.4% | -50.8% | +107.2% | +81.8% |
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