+1,385.8%
CVX vs CCI
+1,098.1%
+287.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -1.7% | -3.4% | +1.7% | -1.3% |
| 30D | -0.8% | +9.9% | -10.7% | -2.1% |
| 3M | +9.4% | +22.7% | -13.3% | +6.2% |
| 6M | +17.5% | +0.8% | +16.7% | +16.9% |
| YTD | +43.8% | +4.1% | +39.7% | +42.0% |
| 1Y | +41.9% | -0.6% | +42.5% | +40.9% |
| 3Y | +69.1% | +9.4% | +59.7% | +64.6% |
| 5Y | +128.3% | -36.8% | +165.1% | +136.9% |
| 10Y | +204.9% | +65.4% | +139.5% | +181.7% |
| All | +1,385.8% | +1,098.1% | +287.7% | +1,029.0% |
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