+135.4%
XLP vs CCI
+59.7%
+75.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.3% |
| 7D | +2.3% | +3.2% | -0.9% | +1.4% |
| 30D | +9.1% | +12.2% | -3.1% | +5.3% |
| 3M | +7.9% | +23.1% | -15.3% | +0.7% |
| 6M | +9.6% | +1.3% | +8.3% | +8.3% |
| YTD | +19.4% | +4.5% | +15.0% | +16.1% |
| 1Y | +22.4% | +2.3% | +20.1% | +19.7% |
| 3Y | +43.2% | +9.8% | +33.4% | +34.3% |
| 5Y | +42.6% | -36.5% | +79.1% | +59.3% |
| 10Y | +135.4% | +64.7% | +70.8% | +93.9% |
| All | +135.4% | +59.7% | +75.7% | +93.9% |
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