+147.8%
XEL vs CCI
+23.6%
+124.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.9% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -3.9% | +2.2% | -6.2% | -5.0% |
| 3M | -2.8% | -16.9% | +14.1% | +4.8% |
| 6M | -5.4% | -11.5% | +6.1% | -1.2% |
| YTD | +3.8% | -12.8% | +16.6% | +8.3% |
| 1Y | +6.8% | -17.1% | +23.9% | +13.9% |
| 3Y | +45.6% | -9.6% | +55.2% | +45.2% |
| 5Y | +30.7% | -48.9% | +79.6% | +70.4% |
| All | +147.8% | +23.6% | +124.2% | +114.6% |
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 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