-36.3%
CCI vs GH
+45.9%
-82.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.8% |
| 6M | +4.0% | +54.1% | -50.0% | -0.6% |
| YTD | +6.2% | +48.5% | -42.3% | +1.4% |
| 1Y | +5.4% | +61.2% | -55.8% | -0.2% |
| 3Y | +11.7% | +570.3% | -558.6% | -12.5% |
| All | -36.3% | +45.9% | -82.3% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling