+148.7%
XLK vs CCI
-49.3%
+198.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | +1.0% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | -0.6% | +2.2% | -2.9% | -1.0% |
| 3M | +2.6% | -16.9% | +19.4% | +5.5% |
| 6M | +34.0% | -11.5% | +45.5% | +35.6% |
| YTD | +30.7% | -12.8% | +43.5% | +32.3% |
| 1Y | +39.2% | -17.1% | +56.3% | +42.3% |
| 3Y | +120.4% | -9.6% | +130.1% | +110.2% |
| All | +148.7% | -49.3% | +198.0% | +204.0% |
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 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