+825.4%
XEL vs CCI
+907.3%
-81.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | -1.5% | +0.5% | -2.0% | -1.6% |
| 3M | -0.2% | -16.3% | +16.1% | +1.4% |
| 6M | -5.4% | -13.9% | +8.5% | -4.2% |
| YTD | +5.6% | -12.4% | +18.1% | +6.7% |
| 1Y | +10.5% | -15.2% | +25.6% | +11.9% |
| 3Y | +49.2% | -9.9% | +59.1% | +50.0% |
| 5Y | +30.1% | -50.8% | +80.9% | +37.5% |
| 10Y | +146.7% | +18.3% | +128.4% | +146.9% |
| All | +825.4% | +907.3% | -81.9% | +814.4% |
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