+18.4%
CCI vs GH
+446.7%
-428.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.4% |
| 7D | +2.5% | +0.6% | +2.0% | +2.4% |
| 30D | +14.4% | -6.9% | +21.4% | +15.0% |
| 3M | +21.7% | -4.9% | +26.6% | +21.9% |
| 6M | +4.0% | +54.1% | -50.0% | -0.8% |
| YTD | +6.2% | +48.5% | -42.3% | +1.2% |
| 1Y | +5.4% | +61.2% | -55.8% | -0.4% |
| 3Y | +11.7% | +570.3% | -558.6% | -12.2% |
| 5Y | -35.6% | +46.1% | -81.8% | -43.8% |
| All | +18.4% | +446.7% | -428.2% | -3.8% |
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