+136.0%
XLC vs CCI
+28.8%
+107.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.7% |
| 7D | +3.7% | +2.5% | +1.2% | +3.0% |
| 30D | -1.9% | +14.4% | -16.3% | -6.0% |
| 3M | -3.1% | +21.7% | -24.8% | -9.3% |
| 6M | -6.4% | +4.0% | -10.4% | -8.3% |
| YTD | -6.8% | +6.2% | -13.0% | -10.0% |
| 1Y | -1.7% | +5.4% | -7.1% | -4.8% |
| 3Y | +64.7% | +11.7% | +53.0% | +50.4% |
| 5Y | +41.1% | -35.6% | +76.7% | +59.8% |
| All | +136.0% | +28.8% | +107.2% | +103.1% |
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 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