+124.6%
XLP vs CCI
+51.9%
+72.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.5% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +10.3% | +28.4% | -18.1% | +1.8% |
| 3M | +6.5% | +20.0% | -13.4% | +0.3% |
| 6M | +8.4% | +0.8% | +7.6% | +7.2% |
| YTD | +18.2% | +3.6% | +14.6% | +15.2% |
| 1Y | +22.4% | +6.1% | +16.3% | +18.3% |
| 3Y | +41.9% | +7.2% | +34.7% | +34.1% |
| 5Y | +40.9% | -37.0% | +77.8% | +57.7% |
| All | +124.6% | +51.9% | +72.6% | +86.2% |
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