-50.3%
CCI vs XME
+183.2%
-233.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -0.3% | -0.2% | 0.0% | -0.2% |
| 30D | +2.1% | +1.4% | +0.7% | +1.8% |
| 3M | -17.8% | +2.7% | -20.6% | -18.3% |
| 6M | -14.2% | +6.5% | -20.7% | -15.7% |
| YTD | -13.3% | +15.2% | -28.5% | -16.5% |
| 1Y | -16.6% | +43.5% | -60.1% | -23.5% |
| 3Y | -10.8% | +135.9% | -146.7% | -28.5% |
| 5Y | -50.3% | +181.5% | -231.8% | -60.7% |
| All | -50.3% | +183.2% | -233.6% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling