-45.5%
CCI vs GTLB
-49.8%
+4.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.8% |
| 7D | -4.4% | -4.1% | -0.3% | -4.2% |
| 30D | +0.3% | +12.3% | -12.0% | -0.3% |
| 3M | -20.0% | +65.9% | -85.9% | -22.1% |
| 6M | -14.5% | +104.0% | -118.5% | -17.9% |
| YTD | -14.9% | +26.0% | -40.9% | -16.4% |
| 1Y | -17.7% | -3.5% | -14.2% | -18.2% |
| 3Y | -12.4% | -9.6% | -2.7% | -14.4% |
| All | -45.5% | -49.8% | +4.3% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling