+552.8%
XLP vs CCI
+715.7%
-162.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.0% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +10.3% | +28.4% | -18.1% | +7.4% |
| 3M | +6.5% | +20.0% | -13.4% | +4.5% |
| 6M | +8.4% | +0.8% | +7.6% | +8.0% |
| YTD | +18.2% | +3.6% | +14.6% | +17.2% |
| 1Y | +22.4% | +6.1% | +16.3% | +21.1% |
| 3Y | +41.9% | +7.2% | +34.7% | +39.8% |
| 5Y | +40.9% | -37.0% | +77.8% | +45.1% |
| 10Y | +128.4% | +54.2% | +74.2% | +119.4% |
| All | +552.8% | +715.7% | -162.9% | +421.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling