-50.3%
CCI vs GRMN
+75.7%
-126.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.8% |
| 7D | -0.3% | -1.4% | +1.1% | 0.0% |
| 30D | +2.1% | -13.1% | +15.2% | +5.1% |
| 3M | -17.8% | +14.9% | -32.8% | -20.4% |
| 6M | -14.2% | +13.1% | -27.3% | -16.8% |
| YTD | -13.3% | +35.3% | -48.6% | -19.3% |
| 1Y | -16.6% | +16.0% | -32.6% | -20.0% |
| 3Y | -10.8% | +179.6% | -190.4% | -39.7% |
| 5Y | -50.3% | +75.0% | -125.3% | -64.3% |
| All | -50.3% | +75.7% | -126.0% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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