+64.7%
CCI vs XRT
+147.6%
-82.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +3.2% | +4.1% | -0.9% | +2.1% |
| 30D | +12.2% | +9.9% | +2.3% | +9.2% |
| 3M | +23.1% | +2.3% | +20.9% | +22.2% |
| 6M | +1.3% | +9.6% | -8.3% | -1.6% |
| YTD | +4.5% | +9.1% | -4.7% | +1.6% |
| 1Y | +2.3% | +16.2% | -13.9% | -2.3% |
| 3Y | +9.8% | +60.1% | -50.3% | -6.0% |
| 5Y | -36.5% | -0.5% | -36.0% | -39.4% |
| 10Y | +64.7% | +145.1% | -80.5% | +4.3% |
| All | +64.7% | +147.6% | -82.9% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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