+30.8%
XLV vs CCI
-10.3%
+41.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.6% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | -1.8% | +2.2% | -4.1% | -2.2% |
| 3M | +7.8% | -16.9% | +24.7% | +11.1% |
| 6M | +9.1% | -11.5% | +20.6% | +11.1% |
| YTD | +7.7% | -12.8% | +20.6% | +9.8% |
| 1Y | +20.4% | -17.1% | +37.5% | +23.8% |
| 3Y | +30.8% | -9.6% | +40.4% | +32.4% |
| All | +30.8% | -10.3% | +41.1% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling