+168.9%
XLE vs CCI
+64.4%
+104.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | -6.7% | +3.2% | -9.9% | -7.6% |
| 30D | -4.4% | +12.2% | -16.6% | -7.3% |
| 3M | +4.0% | +23.1% | -19.2% | -1.9% |
| 6M | +13.2% | +1.3% | +11.9% | +11.9% |
| YTD | +41.9% | +4.5% | +37.4% | +38.3% |
| 1Y | +41.6% | +2.3% | +39.3% | +38.8% |
| 3Y | +64.0% | +9.8% | +54.2% | +53.1% |
| 5Y | +158.1% | -36.5% | +194.6% | +184.3% |
| All | +168.9% | +64.4% | +104.4% | +148.9% |
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