+351.3%
CCI vs GRMN
+6,655.2%
-6,304.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -0.4% | -2.9% | +2.5% | +0.3% |
| 30D | +2.7% | -8.4% | +11.1% | +5.0% |
| 3M | -18.2% | +15.0% | -33.2% | -21.5% |
| 6M | -14.8% | +11.2% | -26.0% | -17.7% |
| YTD | -12.6% | +37.7% | -50.3% | -20.4% |
| 1Y | -16.7% | +18.5% | -35.2% | -21.5% |
| 3Y | -10.5% | +175.8% | -186.3% | -35.2% |
| 5Y | -51.4% | +75.1% | -126.5% | -60.6% |
| 10Y | +20.0% | +637.0% | -617.0% | -34.4% |
| All | +351.3% | +6,655.2% | -6,304.0% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling