+988.3%
XLE vs CCI
+715.7%
+272.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.4% |
| 7D | -12.0% | -0.1% | -11.9% | -12.1% |
| 30D | -2.7% | +28.4% | -31.1% | -6.8% |
| 3M | +6.6% | +20.0% | -13.4% | +3.1% |
| 6M | +9.5% | +0.8% | +8.8% | +8.7% |
| YTD | +40.6% | +3.6% | +36.9% | +38.4% |
| 1Y | +43.6% | +6.1% | +37.5% | +40.9% |
| 3Y | +58.1% | +7.2% | +50.9% | +53.3% |
| 5Y | +152.2% | -37.0% | +189.2% | +163.8% |
| 10Y | +172.9% | +54.2% | +118.8% | +148.1% |
| All | +988.3% | +715.7% | +272.6% | +664.7% |
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