-2.8%
CCI vs GH
+467.1%
-470.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | -0.3% | -2.5% | +2.2% | -0.1% |
| 30D | +2.2% | -4.7% | +6.9% | +2.6% |
| 3M | -16.9% | +20.2% | -37.1% | -18.6% |
| 6M | -11.5% | +78.8% | -90.3% | -16.8% |
| YTD | -12.8% | +54.1% | -66.9% | -17.0% |
| 1Y | -17.1% | +177.1% | -194.2% | -25.6% |
| 3Y | -9.6% | +371.6% | -381.3% | -26.1% |
| 5Y | -48.9% | +21.9% | -70.9% | -54.7% |
| All | -2.8% | +467.1% | -470.0% | -21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling