+7.3%
CCI vs GFS
+15.5%
-8.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.9% | +12.4% | +6.2% |
| 7D | +5.0% | -12.5% | +17.6% | +4.5% |
| 30D | +36.4% | -16.9% | +53.3% | +35.4% |
| 3M | +20.4% | -22.3% | +42.7% | +19.3% |
| 6M | +4.9% | -40.2% | +45.1% | +1.4% |
| YTD | +7.8% | +16.0% | -8.2% | -1.8% |
| 1Y | +7.3% | +17.7% | -10.4% | -3.3% |
| All | +7.3% | +15.5% | -8.2% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling