+128.8%
XLP vs CCI
+51.6%
+77.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | +0.1% | +0.9% | -0.9% | -0.2% |
| 30D | +8.9% | +10.3% | -1.3% | +5.6% |
| 3M | +7.5% | +17.9% | -10.4% | +1.7% |
| 6M | +9.4% | -0.5% | +9.9% | +8.6% |
| YTD | +19.3% | +2.7% | +16.6% | +16.5% |
| 1Y | +21.7% | +3.1% | +18.6% | +18.7% |
| 3Y | +44.0% | +8.0% | +36.0% | +35.7% |
| 5Y | +42.8% | -37.8% | +80.6% | +60.6% |
| 10Y | +128.8% | +56.5% | +72.3% | +87.6% |
| All | +128.8% | +51.6% | +77.2% | +87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling