-47.4%
CCI vs GFS
-3.7%
-43.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -1.9% |
| 7D | -0.4% | +1.0% | -1.4% | -0.5% |
| 30D | +2.7% | -8.6% | +11.3% | +3.1% |
| 3M | -18.2% | -46.5% | +28.3% | -15.9% |
| 6M | -14.8% | -4.8% | -10.0% | -16.4% |
| YTD | -12.6% | +29.7% | -42.3% | -16.4% |
| 1Y | -16.7% | +35.8% | -52.6% | -20.8% |
| 3Y | -10.5% | -18.3% | +7.8% | -12.2% |
| All | -47.4% | -3.7% | -43.7% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling