+1,477.5%
XLK vs CCI
+589.4%
+888.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | -0.1% | +0.5% | -0.6% | -0.2% |
| 3M | +2.1% | -16.3% | +18.4% | +5.8% |
| 6M | +37.2% | -13.9% | +51.1% | +40.6% |
| YTD | +30.8% | -12.4% | +43.2% | +33.1% |
| 1Y | +42.6% | -15.2% | +57.8% | +46.0% |
| 3Y | +121.8% | -9.9% | +131.7% | +119.1% |
| 5Y | +145.7% | -50.8% | +196.5% | +179.3% |
| 10Y | +782.1% | +18.3% | +763.8% | +713.5% |
| All | +1,477.5% | +589.4% | +888.1% | +746.5% |
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