+36.5%
XLB vs CCI
-50.2%
+86.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -1.7% | +0.5% | -2.2% | -1.9% |
| 3M | +4.4% | -16.3% | +20.6% | +8.9% |
| 6M | +5.0% | -13.9% | +19.0% | +8.4% |
| YTD | +15.5% | -12.4% | +27.9% | +18.2% |
| 1Y | +14.9% | -15.2% | +30.1% | +18.6% |
| 3Y | +34.5% | -9.9% | +44.4% | +32.8% |
| 5Y | +36.5% | -50.8% | +87.4% | +56.6% |
| All | +36.5% | -50.2% | +86.7% | +56.6% |
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 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