+640.9%
XLU vs CCI
+582.2%
+58.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.0% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -0.4% | +2.1% | -2.6% | -0.8% |
| 3M | -1.7% | -17.8% | +16.1% | +0.8% |
| 6M | -7.1% | -14.2% | +7.1% | -5.4% |
| YTD | +1.9% | -13.3% | +15.3% | +3.6% |
| 1Y | +6.1% | -16.6% | +22.7% | +8.3% |
| 3Y | +48.8% | -10.8% | +59.6% | +49.8% |
| 5Y | +43.8% | -50.3% | +94.1% | +56.2% |
| 10Y | +143.2% | +22.5% | +120.7% | +138.8% |
| All | +640.9% | +582.2% | +58.7% | +461.6% |
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