+1,056.3%
XOM vs CCI
+1,121.9%
-65.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | +2.8% | +2.5% | +0.3% | +2.6% |
| 30D | -3.6% | +14.4% | -18.1% | -5.1% |
| 3M | +8.2% | +21.7% | -13.4% | +5.8% |
| 6M | +14.0% | +4.0% | +10.0% | +13.1% |
| YTD | +44.6% | +6.2% | +38.4% | +42.8% |
| 1Y | +47.8% | +5.4% | +42.4% | +46.0% |
| 3Y | +79.6% | +11.7% | +67.8% | +75.3% |
| 5Y | +214.3% | -35.6% | +249.9% | +223.2% |
| 10Y | +204.0% | +68.7% | +135.3% | +183.2% |
| All | +1,056.3% | +1,121.9% | -65.6% | +797.9% |
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