+80.9%
XLI vs CCI
-51.2%
+132.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -6.9% | +2.1% | -9.1% | -7.4% |
| 3M | -1.9% | -17.8% | +15.9% | +1.9% |
| 6M | +1.0% | -14.2% | +15.2% | +3.6% |
| YTD | +11.3% | -13.3% | +24.7% | +13.6% |
| 1Y | +15.8% | -16.6% | +32.4% | +19.2% |
| 3Y | +69.8% | -10.8% | +80.6% | +66.7% |
| 5Y | +80.9% | -50.3% | +131.2% | +107.9% |
| All | +80.9% | -51.2% | +132.1% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling