+73.6%
XLC vs CCI
-9.6%
+83.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | -0.8% | -0.4% | -0.4% | -0.8% |
| 30D | +1.0% | +2.7% | -1.6% | +0.8% |
| 3M | -0.7% | -18.2% | +17.5% | +0.9% |
| 6M | -5.1% | -14.8% | +9.6% | -4.0% |
| YTD | -4.3% | -12.6% | +8.3% | -3.4% |
| 1Y | -0.6% | -16.7% | +16.2% | +0.7% |
| All | +73.6% | -9.6% | +83.2% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling