+32.5%
XLB vs CCI
-10.8%
+43.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.9% |
| 7D | -2.9% | -0.3% | -2.7% | -2.9% |
| 30D | -3.4% | +2.1% | -5.5% | -3.7% |
| 3M | +1.6% | -17.8% | +19.4% | +5.1% |
| 6M | +3.6% | -14.2% | +17.8% | +6.1% |
| YTD | +14.2% | -13.3% | +27.6% | +16.4% |
| 1Y | +15.6% | -16.6% | +32.2% | +18.6% |
| All | +32.5% | -10.8% | +43.4% | +30.1% |
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