+39.4%
XOP vs CCI
-10.8%
+50.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +1.0% | -0.3% | +1.2% | +1.0% |
| 30D | +10.8% | +2.1% | +8.7% | +10.6% |
| 3M | +19.5% | -17.8% | +37.3% | +21.2% |
| 6M | +21.6% | -14.2% | +35.8% | +22.9% |
| YTD | +55.8% | -13.3% | +69.2% | +57.0% |
| 1Y | +54.6% | -16.6% | +71.3% | +56.1% |
| All | +39.4% | -10.8% | +50.2% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling