+59.7%
GDXJ vs CCI
-18.8%
+78.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.3% |
| 7D | +0.2% | -0.4% | +0.6% | +0.2% |
| 30D | +17.9% | +2.7% | +15.2% | +17.6% |
| 3M | +15.3% | -18.2% | +33.5% | +18.8% |
| 6M | -9.4% | -14.8% | +5.3% | -6.9% |
| YTD | +13.4% | -12.6% | +26.0% | +13.4% |
| 1Y | +59.7% | -16.7% | +76.4% | +62.2% |
| All | +59.7% | -18.8% | +78.4% | +62.2% |
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