+44.0%
XLP vs CCI
-35.6%
+79.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.1% |
| 7D | +2.5% | +2.5% | 0.0% | +2.0% |
| 30D | +7.3% | +14.4% | -7.1% | +4.1% |
| 3M | +8.1% | +21.7% | -13.6% | +3.1% |
| 6M | +10.5% | +4.0% | +6.5% | +9.1% |
| YTD | +21.2% | +6.2% | +15.0% | +18.5% |
| 1Y | +22.7% | +5.4% | +17.3% | +20.2% |
| 3Y | +44.8% | +11.7% | +33.1% | +38.2% |
| All | +44.0% | -35.6% | +79.6% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling