+257.2%
XOM vs CCI
-49.3%
+306.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.2% |
| 7D | +4.1% | -0.3% | +4.4% | +4.1% |
| 30D | +4.6% | +2.2% | +2.3% | +4.2% |
| 3M | +14.0% | -16.9% | +30.8% | +16.6% |
| 6M | +11.0% | -11.5% | +22.5% | +12.4% |
| YTD | +40.7% | -12.8% | +53.5% | +42.5% |
| 1Y | +52.3% | -17.1% | +69.4% | +55.2% |
| 3Y | +60.5% | -9.6% | +70.1% | +59.4% |
| All | +257.2% | -49.3% | +306.5% | +255.6% |
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