+169.4%
XLV vs CCI
+23.6%
+145.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.9% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | -1.8% | +2.2% | -4.1% | -2.5% |
| 3M | +7.8% | -16.9% | +24.7% | +13.6% |
| 6M | +9.1% | -11.5% | +20.6% | +12.4% |
| YTD | +7.7% | -12.8% | +20.6% | +11.0% |
| 1Y | +20.4% | -17.1% | +37.5% | +25.9% |
| 3Y | +30.8% | -9.6% | +40.4% | +29.8% |
| 5Y | +34.6% | -48.9% | +83.6% | +62.3% |
| All | +169.4% | +23.6% | +145.8% | +169.6% |
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 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