+64.9%
XLC vs CCI
+6.5%
+58.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.3% | +2.5% |
| 7D | +7.1% | +0.9% | +6.2% | +7.0% |
| 30D | -2.7% | +10.3% | -13.0% | -3.4% |
| 3M | -3.2% | +17.9% | -21.1% | -4.3% |
| 6M | -7.7% | -0.5% | -7.2% | -7.6% |
| YTD | -8.0% | +2.7% | -10.7% | -8.2% |
| 1Y | -3.1% | +3.1% | -6.2% | -3.3% |
| 3Y | +64.9% | +8.0% | +56.9% | +63.9% |
| All | +64.9% | +6.5% | +58.4% | +63.9% |
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 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