+28.4%
XLY vs CCI
-49.3%
+77.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.3% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -4.2% | +2.2% | -6.4% | -4.7% |
| 3M | -2.7% | -16.9% | +14.2% | +1.4% |
| 6M | -0.6% | -11.5% | +10.9% | +1.6% |
| YTD | -5.0% | -12.8% | +7.8% | -2.8% |
| 1Y | -4.1% | -17.1% | +13.0% | -0.7% |
| 3Y | +33.6% | -9.6% | +43.2% | +28.8% |
| All | +28.4% | -49.3% | +77.7% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling