+279.0%
CCI vs XRT
+514.3%
-235.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.8% | -2.3% |
| 7D | -0.4% | +0.8% | -1.2% | -0.8% |
| 30D | +2.7% | -4.2% | +6.9% | +4.7% |
| 3M | -18.2% | +5.1% | -23.3% | -20.3% |
| 6M | -14.8% | +2.4% | -17.2% | -16.1% |
| YTD | -12.6% | +3.2% | -15.8% | -14.3% |
| 1Y | -16.7% | +1.5% | -18.3% | -18.0% |
| 3Y | -10.5% | +40.6% | -51.1% | -27.0% |
| 5Y | -51.4% | -1.0% | -50.4% | -54.6% |
| 10Y | +20.0% | +128.4% | -108.4% | -38.8% |
| All | +279.0% | +514.3% | -235.3% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling