+162.4%
XOP vs CCI
-50.2%
+212.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | +16.5% | +0.5% | +16.0% | +16.4% |
| 3M | +15.7% | -16.3% | +32.0% | +19.1% |
| 6M | +19.2% | -13.9% | +33.1% | +21.8% |
| YTD | +55.0% | -12.4% | +67.4% | +57.4% |
| 1Y | +54.2% | -15.2% | +69.4% | +57.4% |
| 3Y | +35.9% | -9.9% | +45.7% | +33.3% |
| 5Y | +162.4% | -50.8% | +213.3% | +180.4% |
| All | +162.4% | -50.2% | +212.6% | +180.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling