+2,656.3%
TXN vs CCI
+905.5%
+1,750.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.3% |
| 7D | -0.1% | -0.4% | +0.3% | 0.0% |
| 30D | -6.9% | +2.7% | -9.6% | -7.6% |
| 3M | -14.9% | -18.2% | +3.3% | -11.4% |
| 6M | +29.0% | -14.8% | +43.8% | +32.8% |
| YTD | +51.5% | -12.6% | +64.1% | +54.2% |
| 1Y | +41.6% | -16.7% | +58.3% | +45.7% |
| 3Y | +65.8% | -10.5% | +76.3% | +64.8% |
| 5Y | +56.8% | -51.4% | +108.2% | +79.7% |
| 10Y | +387.5% | +20.0% | +367.4% | +344.8% |
| All | +2,656.3% | +905.5% | +1,750.9% | +1,410.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling