+19.6%
CCI vs GAP
+27.6%
-8.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.6% |
| 7D | -4.4% | -6.3% | +1.9% | -4.0% |
| 30D | +0.3% | -0.2% | +0.6% | +0.3% |
| 3M | -20.0% | 0.0% | -20.0% | -20.1% |
| 6M | -14.5% | -8.1% | -6.4% | -14.4% |
| YTD | -14.9% | -16.5% | +1.6% | -14.3% |
| 1Y | -17.7% | -10.5% | -7.2% | -17.7% |
| 3Y | -12.4% | +104.0% | -116.3% | -20.5% |
| 5Y | -50.1% | +6.8% | -56.9% | -53.8% |
| All | +19.6% | +27.6% | -8.0% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling