+816.1%
XLB vs CCI
+715.7%
+100.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.3% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | +6.1% | +28.4% | -22.3% | +1.0% |
| 3M | 0.0% | +20.0% | -19.9% | -3.6% |
| 6M | 0.0% | +0.8% | -0.8% | -0.9% |
| YTD | +16.0% | +3.6% | +12.4% | +14.0% |
| 1Y | +24.7% | +6.1% | +18.6% | +22.0% |
| 3Y | +40.4% | +7.2% | +33.2% | +35.9% |
| 5Y | +30.7% | -37.0% | +67.6% | +38.3% |
| 10Y | +173.3% | +54.2% | +119.1% | +147.1% |
| All | +816.1% | +715.7% | +100.4% | +500.4% |
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