+214.5%
CVX vs CCI
+67.9%
+146.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.4% | +1.3% |
| 7D | +3.4% | +2.5% | +0.9% | +2.7% |
| 30D | -1.0% | +14.4% | -15.4% | -4.7% |
| 3M | +12.2% | +21.7% | -9.5% | +5.7% |
| 6M | +20.3% | +4.0% | +16.3% | +18.1% |
| YTD | +48.3% | +6.2% | +42.1% | +43.6% |
| 1Y | +46.9% | +5.4% | +41.5% | +42.6% |
| 3Y | +73.1% | +11.7% | +61.4% | +60.2% |
| 5Y | +135.2% | -35.6% | +170.9% | +159.8% |
| All | +214.5% | +67.9% | +146.6% | +180.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling