+69.3%
CCI vs GD
+165.7%
-96.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +2.5% | +2.7% | -0.1% | +1.5% |
| 30D | +14.4% | +8.6% | +5.8% | +10.7% |
| 3M | +21.7% | -7.1% | +28.7% | +24.9% |
| 6M | +4.0% | +7.5% | -3.4% | +0.6% |
| YTD | +6.2% | +9.9% | -3.7% | +1.4% |
| 1Y | +5.4% | +7.6% | -2.1% | +1.5% |
| 3Y | +11.7% | +56.2% | -44.5% | -9.1% |
| 5Y | -35.6% | +100.6% | -136.3% | -53.2% |
| All | +69.3% | +165.7% | -96.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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