+46.6%
XLE vs CCI
+0.6%
+46.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.5% |
| 7D | +4.4% | -1.4% | +5.8% | +4.5% |
| 30D | -4.3% | +12.7% | -17.0% | -5.2% |
| 3M | +6.0% | +23.0% | -17.0% | +4.5% |
| 6M | +13.2% | +0.6% | +12.6% | +13.7% |
| YTD | +46.7% | +4.9% | +41.9% | +46.4% |
| 1Y | +46.6% | +0.7% | +45.9% | +46.7% |
| All | +46.6% | +0.6% | +46.0% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling