+360.6%
CCI vs XME
+170.7%
+189.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.8% |
| 7D | +2.5% | +0.3% | +2.2% | +2.3% |
| 30D | +14.4% | -6.1% | +20.6% | +16.3% |
| 3M | +21.7% | -18.6% | +40.3% | +29.2% |
| 6M | +4.0% | -23.9% | +27.9% | +11.5% |
| YTD | +6.2% | -9.3% | +15.6% | +6.3% |
| 1Y | +5.4% | +1.8% | +3.6% | +1.2% |
| 3Y | +11.7% | +93.0% | -81.3% | -16.8% |
| 5Y | -35.6% | +107.0% | -142.6% | -54.7% |
| 10Y | +68.7% | +266.9% | -198.2% | -14.7% |
| All | +360.6% | +170.7% | +189.9% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling