+47.6%
XOP vs CCI
-18.8%
+66.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.7% |
| 7D | +2.6% | -0.4% | +3.0% | +2.6% |
| 30D | +15.4% | +2.7% | +12.8% | +15.1% |
| 3M | +12.1% | -18.2% | +30.3% | +13.9% |
| 6M | +19.7% | -14.8% | +34.5% | +21.8% |
| YTD | +52.4% | -12.6% | +65.0% | +52.9% |
| 1Y | +47.6% | -16.7% | +64.3% | +47.8% |
| All | +47.6% | -18.8% | +66.3% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling