+429.4%
XLF vs CCI
+736.2%
-306.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | +2.7% | +2.5% | +0.1% | +2.1% |
| 30D | +7.6% | +14.4% | -6.8% | +4.3% |
| 3M | +1.1% | +21.7% | -20.6% | -3.7% |
| 6M | +15.9% | +4.0% | +11.9% | +13.9% |
| YTD | +8.4% | +6.2% | +2.2% | +5.6% |
| 1Y | +12.5% | +5.4% | +7.1% | +9.7% |
| 3Y | +81.6% | +11.7% | +69.8% | +72.4% |
| 5Y | +59.3% | -35.6% | +94.9% | +69.5% |
| 10Y | +225.4% | +68.7% | +156.7% | +179.1% |
| All | +429.4% | +736.2% | -306.9% | +199.8% |
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