-9.2%
CCI vs XME
+134.4%
-143.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +0.2% | +3.6% | -3.4% | 0.0% |
| 30D | +0.5% | +3.6% | -3.1% | +0.2% |
| 3M | -16.3% | +1.2% | -17.5% | -16.1% |
| 6M | -13.9% | +9.0% | -23.0% | -14.8% |
| YTD | -12.4% | +15.9% | -28.4% | -14.1% |
| 1Y | -15.2% | +43.2% | -58.4% | -19.3% |
| All | -9.2% | +134.4% | -143.6% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling