+11.9%
GDX vs CCI
+1.4%
+10.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +0.7% | -3.4% | +4.1% | +1.2% |
| 30D | -3.8% | +9.9% | -13.7% | -4.8% |
| 3M | -5.4% | +22.7% | -28.1% | -7.8% |
| 6M | -12.7% | +0.8% | -13.5% | -13.2% |
| YTD | -0.7% | +4.1% | -4.8% | -4.2% |
| 1Y | +11.9% | -0.6% | +12.5% | +9.9% |
| All | +11.9% | +1.4% | +10.5% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling