+218.0%
XLE vs CCI
-51.4%
+269.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | +11.8% | +2.7% | +9.1% | +11.3% |
| 3M | +9.8% | -18.2% | +28.0% | +12.8% |
| 6M | +15.6% | -14.8% | +30.4% | +17.9% |
| YTD | +45.3% | -12.6% | +57.9% | +47.2% |
| 1Y | +48.3% | -16.7% | +65.0% | +51.3% |
| 3Y | +55.4% | -10.5% | +66.0% | +54.2% |
| All | +218.0% | -51.4% | +269.4% | +237.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling