+19.6%
CCI vs XME
+426.6%
-407.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -1.1% |
| 7D | -4.4% | -3.0% | -1.3% | -3.9% |
| 30D | +0.3% | -2.6% | +2.9% | +0.6% |
| 3M | -20.0% | +2.2% | -22.1% | -20.6% |
| 6M | -14.5% | +0.7% | -15.2% | -15.3% |
| YTD | -14.9% | +10.9% | -25.8% | -17.5% |
| 1Y | -17.7% | +35.7% | -53.4% | -23.5% |
| 3Y | -12.4% | +127.1% | -139.5% | -27.5% |
| 5Y | -50.1% | +168.5% | -218.6% | -60.5% |
| All | +19.6% | +426.6% | -407.0% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling