+887.3%
CCI vs GFI
+2,178.3%
-1,291.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -0.3% | +4.7% | -5.0% | -0.5% |
| 30D | +2.1% | +14.4% | -12.3% | +1.3% |
| 3M | -17.8% | +32.5% | -50.4% | -19.4% |
| 6M | -14.2% | -7.2% | -7.0% | -14.2% |
| YTD | -13.3% | +10.9% | -24.2% | -14.6% |
| 1Y | -16.6% | +35.5% | -52.1% | -19.0% |
| 3Y | -10.8% | +312.1% | -322.9% | -19.8% |
| 5Y | -50.3% | +524.6% | -574.9% | -56.9% |
| 10Y | +22.5% | +1,092.7% | -1,070.2% | -1.1% |
| All | +887.3% | +2,178.3% | -1,291.1% | +628.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling