-2.4%
CCI vs GH
+480.1%
-482.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +0.2% | -2.1% | +2.3% | +0.4% |
| 30D | +0.5% | -4.5% | +5.0% | +0.8% |
| 3M | -16.3% | +28.9% | -45.2% | -18.5% |
| 6M | -13.9% | +76.5% | -90.5% | -18.9% |
| YTD | -12.4% | +57.6% | -70.0% | -16.8% |
| 1Y | -15.2% | +167.5% | -182.7% | -23.7% |
| 3Y | -9.9% | +377.4% | -387.3% | -26.4% |
| 5Y | -50.8% | +23.8% | -74.7% | -56.4% |
| All | -2.4% | +480.1% | -482.5% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling