+37.5%
CVX vs CCI
-18.8%
+56.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.1% |
| 7D | +3.3% | -0.4% | +3.7% | +3.4% |
| 30D | +12.9% | +2.7% | +10.2% | +12.5% |
| 3M | +11.7% | -18.2% | +29.9% | +13.3% |
| 6M | +14.1% | -14.8% | +28.9% | +15.6% |
| YTD | +40.7% | -12.6% | +53.3% | +41.4% |
| 1Y | +37.5% | -16.7% | +54.2% | +36.9% |
| All | +37.5% | -18.8% | +56.3% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling