+22.4%
CCI vs GDDY
+207.2%
-184.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.0% |
| 7D | -0.3% | -3.2% | +2.9% | +0.2% |
| 30D | +2.2% | +6.8% | -4.6% | +0.7% |
| 3M | -16.9% | +30.5% | -47.3% | -21.8% |
| 6M | -11.5% | +13.3% | -24.9% | -14.8% |
| YTD | -12.8% | -21.0% | +8.1% | -10.3% |
| 1Y | -17.1% | -34.0% | +16.9% | -11.6% |
| 3Y | -9.6% | +33.1% | -42.7% | -20.0% |
| 5Y | -48.9% | +30.3% | -79.3% | -55.3% |
| All | +22.4% | +207.2% | -184.8% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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