+209.5%
CVX vs CCI
+65.8%
+143.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +1.6% | -1.4% | +3.0% | +2.0% |
| 30D | -0.6% | +12.7% | -13.4% | -4.0% |
| 3M | +11.0% | +23.0% | -12.0% | +4.2% |
| 6M | +18.4% | +0.6% | +17.8% | +17.3% |
| YTD | +45.9% | +4.9% | +41.0% | +41.8% |
| 1Y | +46.7% | +0.7% | +46.0% | +44.2% |
| 3Y | +71.6% | +10.2% | +61.4% | +59.4% |
| 5Y | +131.4% | -36.4% | +167.9% | +156.5% |
| All | +209.5% | +65.8% | +143.6% | +177.2% |
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