-36.8%
CCI vs GD
+102.9%
-139.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -3.4% | +0.6% | -4.0% | -3.6% |
| 30D | +9.9% | +9.5% | +0.5% | +6.4% |
| 3M | +22.7% | -5.8% | +28.5% | +24.9% |
| 6M | +0.8% | +7.7% | -6.9% | -2.3% |
| YTD | +4.1% | +11.1% | -6.9% | -0.6% |
| 1Y | -0.6% | +6.1% | -6.7% | -3.5% |
| 3Y | +9.4% | +59.8% | -50.4% | -12.3% |
| 5Y | -36.8% | +104.6% | -141.5% | -55.1% |
| All | -36.8% | +102.9% | -139.7% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling