+1,111.7%
CCI vs GD
+2,590.3%
-1,478.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.4% |
| 7D | +2.4% | -3.9% | +6.3% | +3.9% |
| 30D | +33.2% | +8.1% | +25.1% | +29.2% |
| 3M | +25.0% | -6.8% | +31.7% | +28.1% |
| 6M | +4.8% | +3.0% | +1.8% | +3.1% |
| YTD | +6.4% | +7.8% | -1.4% | +2.4% |
| 1Y | +6.5% | +5.8% | +0.7% | +3.2% |
| 3Y | +8.6% | +55.3% | -46.7% | -10.6% |
| 5Y | -35.3% | +96.7% | -132.0% | -51.7% |
| 10Y | +58.2% | +195.4% | -137.1% | -3.4% |
| All | +1,111.7% | +2,590.3% | -1,478.6% | +235.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling