-9.6%
CCI vs GFI
+287.6%
-297.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.6% | +2.4% |
| 7D | -0.3% | -4.9% | +4.6% | 0.0% |
| 30D | +2.2% | +10.7% | -8.5% | +1.6% |
| 3M | -16.9% | +25.6% | -42.5% | -18.2% |
| 6M | -11.5% | -8.3% | -3.3% | -11.2% |
| YTD | -12.8% | +6.3% | -19.1% | -14.1% |
| 1Y | -17.1% | +22.1% | -39.2% | -19.7% |
| 3Y | -9.6% | +289.2% | -298.8% | -25.3% |
| All | -9.6% | +287.6% | -297.3% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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