+19.9%
XBI vs CCI
-49.3%
+69.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.2% |
| 7D | -4.6% | -0.3% | -4.4% | -4.6% |
| 30D | -2.0% | +2.2% | -4.2% | -2.8% |
| 3M | +17.8% | -16.9% | +34.7% | +24.7% |
| 6M | +23.7% | -11.5% | +35.3% | +27.5% |
| YTD | +28.2% | -12.8% | +41.1% | +32.1% |
| 1Y | +64.0% | -17.1% | +81.0% | +72.0% |
| 3Y | +99.4% | -9.6% | +109.0% | +94.1% |
| All | +19.9% | -49.3% | +69.2% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling