+100.2%
XBI vs CCI
-12.4%
+112.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | -4.6% | -4.4% | -0.2% | -3.8% |
| 30D | -0.8% | +0.3% | -1.1% | -0.9% |
| 3M | +21.8% | -20.0% | +41.8% | +27.1% |
| 6M | +23.2% | -14.5% | +37.7% | +26.3% |
| YTD | +28.7% | -14.9% | +43.6% | +31.7% |
| 1Y | +67.8% | -17.7% | +85.4% | +72.9% |
| All | +100.2% | -12.4% | +112.6% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling