+41.5%
XOP vs CCI
+0.6%
+40.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.6% |
| 7D | +5.2% | -1.4% | +6.6% | +5.2% |
| 30D | -8.4% | +12.7% | -21.1% | -9.1% |
| 3M | +2.9% | +23.0% | -20.1% | +1.8% |
| 6M | +8.8% | +0.6% | +8.2% | +9.7% |
| YTD | +46.9% | +4.9% | +42.0% | +46.4% |
| 1Y | +41.5% | +0.7% | +40.8% | +41.5% |
| All | +41.5% | +0.6% | +40.9% | +41.5% |
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