+135.9%
XLU vs CCI
+23.6%
+112.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.3% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -3.3% | +2.2% | -5.5% | -4.3% |
| 3M | -3.2% | -16.9% | +13.7% | +4.2% |
| 6M | -7.0% | -11.5% | +4.6% | -3.1% |
| YTD | +0.6% | -12.8% | +13.5% | +4.9% |
| 1Y | +2.4% | -17.1% | +19.5% | +8.9% |
| 3Y | +46.3% | -9.6% | +55.9% | +45.2% |
| 5Y | +44.0% | -48.9% | +92.9% | +86.8% |
| All | +135.9% | +23.6% | +112.3% | +103.9% |
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