-9.6%
CCI vs GAP
+109.5%
-119.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +2.3% |
| 7D | -0.3% | -4.1% | +3.8% | -0.2% |
| 30D | +2.2% | +6.2% | -4.0% | +2.1% |
| 3M | -16.9% | -0.7% | -16.2% | -17.0% |
| 6M | -11.5% | -7.1% | -4.4% | -11.6% |
| YTD | -12.8% | -14.1% | +1.2% | -12.8% |
| 1Y | -17.1% | -8.5% | -8.6% | -17.1% |
| 3Y | -9.6% | +115.4% | -125.0% | -18.4% |
| All | -9.6% | +109.5% | -119.1% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling