+51.7%
XOP vs CCI
+67.9%
-16.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.3% | +0.6% |
| 7D | +6.3% | +2.5% | +3.8% | +5.7% |
| 30D | -6.6% | +14.4% | -21.0% | -10.0% |
| 3M | +3.6% | +21.7% | -18.1% | -2.3% |
| 6M | +10.8% | +4.0% | +6.7% | +8.7% |
| YTD | +48.3% | +6.2% | +42.0% | +43.6% |
| 1Y | +42.9% | +5.4% | +37.5% | +38.8% |
| 3Y | +43.3% | +11.7% | +31.6% | +32.3% |
| 5Y | +94.0% | -35.6% | +129.6% | +114.9% |
| All | +51.7% | +67.9% | -16.3% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling