+11.7%
CCI vs GME
+106.8%
-95.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.3% |
| 7D | +2.5% | +2.9% | -0.4% | +2.5% |
| 30D | +14.4% | -4.8% | +19.2% | +14.5% |
| 3M | +21.7% | +39.2% | -17.5% | +21.1% |
| 6M | +4.0% | +17.1% | -13.1% | +3.7% |
| YTD | +6.2% | +28.7% | -22.5% | +5.7% |
| 1Y | +5.4% | +23.3% | -17.9% | +4.9% |
| 3Y | +11.7% | +112.9% | -101.2% | +0.7% |
| All | +11.7% | +106.8% | -95.1% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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