+1,117.4%
XLI vs CCI
+588.1%
+529.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.7% |
| 7D | -1.1% | -0.4% | -0.6% | -1.0% |
| 30D | -5.9% | +2.7% | -8.6% | -6.4% |
| 3M | -0.3% | -18.2% | +17.9% | +3.0% |
| 6M | +0.1% | -14.8% | +14.9% | +2.4% |
| YTD | +13.6% | -12.6% | +26.2% | +15.4% |
| 1Y | +17.2% | -16.7% | +33.9% | +20.0% |
| 3Y | +68.2% | -10.5% | +78.7% | +68.2% |
| 5Y | +80.7% | -51.4% | +132.1% | +100.3% |
| 10Y | +253.3% | +20.0% | +233.2% | +233.2% |
| All | +1,117.4% | +588.1% | +529.3% | +688.0% |
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 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