+164.2%
XLB vs CCI
+59.7%
+104.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | +0.5% | +3.2% | -2.7% | -0.5% |
| 30D | +6.9% | +12.2% | -5.3% | +3.0% |
| 3M | -0.2% | +23.1% | -23.3% | -7.1% |
| 6M | +3.3% | +1.3% | +2.0% | +1.8% |
| YTD | +18.0% | +4.5% | +13.6% | +14.3% |
| 1Y | +24.2% | +2.3% | +21.9% | +21.0% |
| 3Y | +44.7% | +9.8% | +34.9% | +34.0% |
| 5Y | +31.6% | -36.5% | +68.1% | +48.0% |
| 10Y | +164.2% | +64.7% | +99.6% | +138.4% |
| All | +164.2% | +59.7% | +104.5% | +138.4% |
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 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