+43.4%
XLK vs CCI
-18.8%
+62.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.5% |
| 7D | +0.9% | -0.4% | +1.3% | +0.8% |
| 30D | +0.7% | +2.7% | -2.0% | +1.1% |
| 3M | -2.9% | -18.2% | +15.3% | -4.0% |
| 6M | +34.3% | -14.8% | +49.0% | +32.7% |
| YTD | +30.4% | -12.6% | +43.0% | +28.4% |
| 1Y | +43.4% | -16.7% | +60.1% | +40.1% |
| All | +43.4% | -18.8% | +62.1% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling