+989.0%
XOM vs CCI
+907.3%
+81.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -2.4% | +0.2% | -2.5% | -2.4% |
| 30D | +5.7% | +0.5% | +5.2% | +5.6% |
| 3M | +6.6% | -16.3% | +22.8% | +8.5% |
| 6M | +7.7% | -13.9% | +21.6% | +9.1% |
| YTD | +36.2% | -12.4% | +48.6% | +37.6% |
| 1Y | +50.5% | -15.2% | +65.7% | +52.5% |
| 3Y | +53.4% | -9.9% | +63.2% | +53.4% |
| 5Y | +254.2% | -50.8% | +305.0% | +275.4% |
| 10Y | +177.9% | +18.3% | +159.6% | +168.7% |
| All | +989.0% | +907.3% | +81.7% | +765.2% |
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