+22.5%
CCI vs XRT
+120.9%
-98.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -0.3% | -2.4% | +2.1% | +0.4% |
| 30D | +2.1% | -6.9% | +9.1% | +4.2% |
| 3M | -17.8% | -0.4% | -17.4% | -17.8% |
| 6M | -14.2% | +2.2% | -16.4% | -14.9% |
| YTD | -13.3% | -0.7% | -12.7% | -13.4% |
| 1Y | -16.6% | -2.0% | -14.6% | -16.5% |
| 3Y | -10.8% | +41.0% | -51.8% | -20.7% |
| 5Y | -50.3% | -3.3% | -47.0% | -52.2% |
| 10Y | +22.5% | +124.8% | -102.3% | -17.5% |
| All | +22.5% | +120.9% | -98.4% | -17.5% |
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