+221.9%
CVX vs CCI
+17.8%
+204.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +2.2% |
| 7D | +1.0% | -0.3% | +1.2% | +1.0% |
| 30D | +10.7% | +2.1% | +8.5% | +9.9% |
| 3M | +15.5% | -17.8% | +33.3% | +21.7% |
| 6M | +14.9% | -14.2% | +29.1% | +19.1% |
| YTD | +44.2% | -13.3% | +57.6% | +48.5% |
| 1Y | +43.5% | -16.6% | +60.1% | +49.1% |
| 3Y | +45.0% | -10.8% | +55.8% | +43.4% |
| 5Y | +172.2% | -50.3% | +222.5% | +226.3% |
| 10Y | +221.9% | +22.5% | +199.4% | +205.6% |
| All | +221.9% | +17.8% | +204.1% | +205.6% |
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