+86.6%
XOP vs CCI
-36.7%
+123.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | -8.4% | +3.2% | -11.6% | -8.9% |
| 30D | -8.4% | +12.2% | -20.5% | -10.2% |
| 3M | +0.2% | +23.1% | -23.0% | -3.5% |
| 6M | +7.2% | +1.3% | +6.0% | +6.8% |
| YTD | +40.8% | +4.5% | +36.3% | +38.8% |
| 1Y | +36.3% | +2.3% | +34.0% | +34.8% |
| 3Y | +37.2% | +9.8% | +27.4% | +29.4% |
| 5Y | +86.6% | -36.5% | +123.1% | +92.0% |
| All | +86.6% | -36.7% | +123.3% | +92.0% |
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 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