+1,024.7%
XLE vs CCI
+588.1%
+436.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.2% |
| 3M | +9.8% | -18.2% | +28.0% | +13.2% |
| 6M | +15.6% | -14.8% | +30.4% | +18.0% |
| YTD | +45.3% | -12.6% | +57.9% | +47.5% |
| 1Y | +48.3% | -16.7% | +65.0% | +51.6% |
| 3Y | +55.4% | -10.5% | +66.0% | +55.5% |
| 5Y | +216.1% | -51.4% | +267.5% | +245.5% |
| 10Y | +178.4% | +20.0% | +158.4% | +163.8% |
| All | +1,024.7% | +588.1% | +436.6% | +714.8% |
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