+895.8%
CCI vs GPC
+958.7%
-62.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.4% |
| 7D | -0.4% | +1.2% | -1.6% | -1.0% |
| 30D | +2.7% | +6.0% | -3.3% | 0.0% |
| 3M | -18.2% | +42.6% | -60.8% | -31.1% |
| 6M | -14.8% | +22.8% | -37.5% | -23.6% |
| YTD | -12.6% | +15.5% | -28.1% | -20.2% |
| 1Y | -16.7% | +2.0% | -18.8% | -19.7% |
| 3Y | -10.5% | -1.4% | -9.1% | -15.7% |
| 5Y | -51.4% | +30.6% | -82.0% | -60.8% |
| 10Y | +20.0% | +80.6% | -60.6% | -25.6% |
| All | +895.8% | +958.7% | -62.9% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 all: compounded portfolio wealth divided by compounded GPC 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…
all analysis · Full analysis span regression · 6 months rolling