+1,353.2%
CVX vs CCI
+905.5%
+447.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.0% |
| 7D | +3.3% | -0.4% | +3.7% | +3.4% |
| 30D | +12.9% | +2.7% | +10.2% | +12.4% |
| 3M | +11.7% | -18.2% | +29.9% | +14.6% |
| 6M | +14.1% | -14.8% | +28.9% | +16.2% |
| YTD | +40.7% | -12.6% | +53.3% | +42.5% |
| 1Y | +37.5% | -16.7% | +54.2% | +40.1% |
| 3Y | +43.9% | -10.5% | +54.4% | +44.1% |
| 5Y | +161.5% | -51.4% | +212.9% | +181.4% |
| 10Y | +215.1% | +20.0% | +195.1% | +203.4% |
| All | +1,353.2% | +905.5% | +447.7% | +1,033.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling