+24.3%
XLP vs CCI
+7.6%
+16.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.5% | -3.1% | +2.5% |
| 7D | +5.9% | +5.0% | +0.8% | +5.2% |
| 30D | +13.5% | +36.4% | -22.9% | +8.4% |
| 3M | +8.4% | +20.4% | -12.0% | +5.9% |
| 6M | +11.5% | +4.9% | +6.6% | +11.3% |
| YTD | +20.6% | +7.8% | +12.9% | +19.5% |
| 1Y | +24.3% | +7.3% | +17.0% | +23.3% |
| All | +24.3% | +7.6% | +16.7% | +23.3% |
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