+8.0%
CCI vs GD
+58.6%
-50.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.1% | -1.4% |
| 7D | +0.9% | -3.0% | +4.0% | +1.5% |
| 30D | +10.3% | +9.3% | +1.0% | +8.0% |
| 3M | +17.9% | -7.2% | +25.1% | +19.3% |
| 6M | -0.5% | +5.5% | -5.9% | -2.2% |
| YTD | +2.7% | +9.5% | -6.8% | +0.1% |
| 1Y | +3.1% | +6.4% | -3.3% | +1.1% |
| 3Y | +8.0% | +59.8% | -51.9% | +4.5% |
| All | +8.0% | +58.6% | -50.6% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling