How does training and competing affect our immune system?

From CDC’s website highlighting risk of obesity regarding COVID19.

Physical Activity helps you feel better, sleep better, and reduce anxiety. It can also help with preventing weight gain and when combined with calorie reduction, helps with weight loss.14 It can also help boost immune function15,16 and help prevent diseases that also increase a person’s chances of having severe illness from COVID-19 such as heart disease and type 2 diabetes.

Obesity, Race/Ethnicity, and COVID-19 | Overweight & Obesity | CDC