-10.2%
CCI vs GH
+378.9%
-389.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.1% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +2.1% | -2.6% | +4.8% | +2.2% |
| 3M | -17.8% | +25.1% | -42.9% | -18.9% |
| 6M | -14.2% | +78.5% | -92.7% | -16.9% |
| YTD | -13.3% | +59.4% | -72.7% | -15.7% |
| 1Y | -16.6% | +173.9% | -190.5% | -21.0% |
| All | -10.2% | +378.9% | -389.1% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling