+39.5%
XLC vs CCI
-37.5%
+77.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.3% | +2.6% |
| 7D | +7.1% | +0.9% | +6.2% | +6.9% |
| 30D | -2.7% | +10.3% | -13.0% | -4.9% |
| 3M | -3.2% | +17.9% | -21.1% | -6.9% |
| 6M | -7.7% | -0.5% | -7.2% | -7.9% |
| YTD | -8.0% | +2.7% | -10.7% | -9.3% |
| 1Y | -3.1% | +3.1% | -6.2% | -4.6% |
| 3Y | +64.9% | +8.0% | +56.9% | +53.8% |
| 5Y | +39.5% | -37.8% | +77.3% | +56.7% |
| All | +39.5% | -37.5% | +77.0% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling