+226.1%
XLI vs CCI
+67.9%
+158.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | +3.8% | +2.5% | +1.2% | +3.0% |
| 30D | +1.0% | +14.4% | -13.4% | -3.0% |
| 3M | -8.9% | +21.7% | -30.6% | -14.4% |
| 6M | -2.3% | +4.0% | -6.3% | -4.5% |
| YTD | +9.7% | +6.2% | +3.5% | +5.9% |
| 1Y | +12.3% | +5.4% | +6.9% | +8.6% |
| 3Y | +71.5% | +11.7% | +59.7% | +57.5% |
| 5Y | +70.2% | -35.6% | +105.8% | +89.9% |
| All | +226.1% | +67.9% | +158.1% | +200.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling