+179.2%
XLE vs CCI
+67.9%
+111.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | +5.4% | +2.5% | +2.9% | +4.8% |
| 30D | -3.9% | +14.4% | -18.4% | -7.3% |
| 3M | +7.0% | +21.7% | -14.7% | +1.3% |
| 6M | +14.2% | +4.0% | +10.2% | +12.2% |
| YTD | +48.2% | +6.2% | +42.0% | +43.8% |
| 1Y | +47.7% | +5.4% | +42.3% | +43.6% |
| 3Y | +70.0% | +11.7% | +58.3% | +58.1% |
| 5Y | +169.1% | -35.6% | +204.8% | +195.5% |
| All | +179.2% | +67.9% | +111.2% | +157.1% |
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 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