-5.8%
XLC vs CCI
+7.6%
-13.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.5% | -3.0% | +2.9% |
| 7D | +1.8% | +5.0% | -3.3% | +1.3% |
| 30D | -6.0% | +36.4% | -42.3% | -8.8% |
| 3M | -6.0% | +20.4% | -26.4% | -7.2% |
| 6M | -9.1% | +4.9% | -14.0% | -8.9% |
| YTD | -10.0% | +7.8% | -17.8% | -9.9% |
| 1Y | -5.8% | +7.3% | -13.1% | -5.6% |
| All | -5.8% | +7.6% | -13.4% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling