+250.2%
XLI vs CCI
+20.8%
+229.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | -2.3% | -4.4% | +2.1% | -1.0% |
| 30D | -8.2% | +0.3% | -8.5% | -8.3% |
| 3M | +0.8% | -20.0% | +20.7% | +7.0% |
| 6M | +0.8% | -14.5% | +15.4% | +4.5% |
| YTD | +10.5% | -14.9% | +25.4% | +14.2% |
| 1Y | +14.1% | -17.7% | +31.8% | +19.0% |
| 3Y | +68.6% | -12.4% | +81.0% | +67.0% |
| 5Y | +80.4% | -50.1% | +130.5% | +117.4% |
| All | +250.2% | +20.8% | +229.4% | +253.0% |
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