-36.9%
CCI vs GD
+94.5%
-131.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -1.9% | -2.4% |
| 7D | -0.1% | -5.0% | +4.9% | +1.6% |
| 30D | +28.4% | +8.9% | +19.5% | +24.5% |
| 3M | +20.0% | -8.0% | +28.0% | +23.1% |
| 6M | +0.8% | +2.9% | -2.1% | -0.8% |
| YTD | +3.6% | +7.1% | -3.5% | +0.2% |
| 1Y | +6.1% | +5.9% | +0.2% | +3.0% |
| 3Y | +7.2% | +53.9% | -46.7% | -12.9% |
| All | -36.9% | +94.5% | -131.5% | -54.0% |
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