+889.2%
XLV vs CCI
+586.2%
+303.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.5% |
| 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% | +10.5% |
| 6M | +9.1% | -11.5% | +20.6% | +10.7% |
| YTD | +7.7% | -12.8% | +20.6% | +9.3% |
| 1Y | +20.4% | -17.1% | +37.5% | +23.0% |
| 3Y | +30.8% | -9.6% | +40.4% | +31.0% |
| 5Y | +34.6% | -48.9% | +83.6% | +45.5% |
| 10Y | +173.4% | +23.2% | +150.1% | +162.4% |
| All | +889.2% | +586.2% | +303.0% | +610.7% |
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