+1,106.7%
XLY vs CCI
+586.2%
+520.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.5% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | -4.2% | +2.2% | -6.4% | -4.6% |
| 3M | -2.7% | -16.9% | +14.2% | +0.3% |
| 6M | -0.6% | -11.5% | +10.9% | +1.0% |
| YTD | -5.0% | -12.8% | +7.8% | -3.4% |
| 1Y | -4.1% | -17.1% | +13.0% | -1.7% |
| 3Y | +33.6% | -9.6% | +43.2% | +33.3% |
| 5Y | +28.7% | -48.9% | +77.7% | +41.6% |
| 10Y | +219.6% | +23.2% | +196.4% | +201.8% |
| All | +1,106.7% | +586.2% | +520.5% | +705.5% |
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