-36.4%
CCI vs GAP
+3.6%
-40.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | -1.4% | -5.2% | +3.8% | -1.1% |
| 30D | +12.7% | -6.9% | +19.7% | +13.2% |
| 3M | +23.0% | +5.7% | +17.3% | +22.4% |
| 6M | +0.6% | +0.9% | -0.3% | +0.2% |
| YTD | +4.9% | -14.5% | +19.4% | +5.3% |
| 1Y | +0.7% | -12.1% | +12.8% | +0.8% |
| 3Y | +10.2% | +72.2% | -61.9% | -0.4% |
| 5Y | -36.4% | +4.5% | -41.0% | -45.5% |
| All | -36.4% | +3.6% | -40.0% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling