-9.9%
CCI vs XRT
+42.5%
-52.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.7% |
| 7D | +0.2% | -0.3% | +0.4% | +0.2% |
| 30D | +0.5% | -5.6% | +6.1% | +1.9% |
| 3M | -16.3% | +2.5% | -18.8% | -16.8% |
| 6M | -13.9% | +3.7% | -17.6% | -14.8% |
| YTD | -12.4% | +1.0% | -13.4% | -12.7% |
| 1Y | -15.2% | -1.2% | -14.0% | -15.1% |
| 3Y | -9.9% | +43.4% | -53.2% | -26.8% |
| All | -9.9% | +42.5% | -52.4% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling