+53.3%
XLE vs CCI
-14.4%
+67.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | +12.6% | +0.5% | +12.1% | +12.6% |
| 3M | +11.8% | -16.3% | +28.1% | +13.6% |
| 6M | +16.1% | -13.9% | +30.0% | +17.7% |
| YTD | +46.9% | -12.4% | +59.3% | +47.7% |
| 1Y | +53.3% | -15.2% | +68.4% | +53.9% |
| All | +53.3% | -14.4% | +67.7% | +53.9% |
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 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