+163.9%
XLE vs CCI
+51.6%
+112.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -7.9% | +0.9% | -8.8% | -8.2% |
| 30D | -4.8% | +10.3% | -15.1% | -7.3% |
| 3M | +8.4% | +17.9% | -9.5% | +3.3% |
| 6M | +12.7% | -0.5% | +13.1% | +11.9% |
| YTD | +41.3% | +2.7% | +38.6% | +38.3% |
| 1Y | +42.3% | +3.1% | +39.2% | +39.0% |
| 3Y | +65.1% | +8.0% | +57.1% | +54.8% |
| 5Y | +150.2% | -37.8% | +188.0% | +177.0% |
| 10Y | +163.9% | +56.5% | +107.4% | +140.7% |
| All | +163.9% | +51.6% | +112.3% | +140.7% |
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 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