+139.9%
XLC vs CCI
+5.1%
+134.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | -0.9% | +2.1% | -3.0% | -1.6% |
| 3M | -0.3% | -17.8% | +17.5% | +5.7% |
| 6M | -5.2% | -14.2% | +9.0% | -1.2% |
| YTD | -5.3% | -13.3% | +8.0% | -2.1% |
| 1Y | -2.8% | -16.6% | +13.8% | +1.6% |
| 3Y | +71.2% | -10.8% | +82.0% | +68.3% |
| 5Y | +37.6% | -50.3% | +87.9% | +70.6% |
| All | +139.9% | +5.1% | +134.8% | +120.9% |
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