+33.6%
XLY vs CCI
-10.3%
+43.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.7% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | -4.2% | +2.2% | -6.4% | -4.3% |
| 3M | -2.7% | -16.9% | +14.2% | -1.3% |
| 6M | -0.6% | -11.5% | +10.9% | +0.1% |
| YTD | -5.0% | -12.8% | +7.8% | -4.3% |
| 1Y | -4.1% | -17.1% | +13.0% | -2.9% |
| 3Y | +33.6% | -9.6% | +43.2% | +29.1% |
| All | +33.6% | -10.3% | +43.9% | +29.1% |
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