+1,019.2%
XLE vs CCI
+719.9%
+299.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | -0.2% | -3.4% | +3.1% | +0.3% |
| 30D | -4.0% | +9.9% | -13.9% | -5.6% |
| 3M | +4.6% | +22.7% | -18.1% | +0.9% |
| 6M | +12.3% | +0.8% | +11.5% | +11.5% |
| YTD | +44.5% | +4.1% | +40.4% | +42.2% |
| 1Y | +42.4% | -0.6% | +43.0% | +41.2% |
| 3Y | +67.0% | +9.4% | +57.6% | +61.5% |
| 5Y | +161.9% | -36.8% | +198.8% | +173.8% |
| 10Y | +173.9% | +65.4% | +108.4% | +146.5% |
| All | +1,019.2% | +719.9% | +299.3% | +685.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling