+508.9%
XLP vs CCI
+588.1%
-79.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | -1.0% | -0.4% | -0.6% | -1.0% |
| 30D | -0.9% | +2.7% | -3.6% | -1.1% |
| 3M | +3.8% | -18.2% | +22.0% | +5.8% |
| 6M | -1.7% | -14.8% | +13.0% | -0.4% |
| YTD | +10.3% | -12.6% | +22.9% | +11.4% |
| 1Y | +7.8% | -16.7% | +24.5% | +9.4% |
| 3Y | +27.2% | -10.5% | +37.7% | +27.7% |
| 5Y | +32.5% | -51.4% | +83.9% | +40.1% |
| 10Y | +101.8% | +20.0% | +81.8% | +98.5% |
| All | +508.9% | +588.1% | -79.2% | +395.4% |
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