+75.9%
XOP vs CCI
+354.0%
-278.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | +5.2% | -1.4% | +6.6% | +5.8% |
| 30D | -8.4% | +12.7% | -21.1% | -13.9% |
| 3M | +2.9% | +23.0% | -20.1% | -8.4% |
| 6M | +8.8% | +0.6% | +8.2% | +5.9% |
| YTD | +46.9% | +4.9% | +42.0% | +38.1% |
| 1Y | +41.5% | +0.7% | +40.8% | +35.7% |
| 3Y | +43.1% | +10.2% | +32.9% | +24.7% |
| 5Y | +92.2% | -36.4% | +128.6% | +117.7% |
| 10Y | +52.3% | +66.6% | -14.3% | -10.2% |
| All | +75.9% | +354.0% | -278.0% | -53.2% |
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