+82.5%
XOP vs CCI
+278.3%
-195.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | +0.1% |
| 7D | +2.6% | -0.4% | +3.0% | +2.7% |
| 30D | +15.4% | +2.7% | +12.8% | +13.7% |
| 3M | +12.1% | -18.2% | +30.3% | +22.7% |
| 6M | +19.7% | -14.8% | +34.5% | +27.1% |
| YTD | +52.4% | -12.6% | +65.0% | +58.8% |
| 1Y | +47.6% | -16.7% | +64.3% | +57.0% |
| 3Y | +34.4% | -10.5% | +44.9% | +30.9% |
| 5Y | +154.4% | -51.4% | +205.8% | +234.4% |
| 10Y | +54.7% | +20.0% | +34.6% | +10.2% |
| All | +82.5% | +278.3% | -195.8% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling