+215.1%
GDXJ vs CCI
+23.6%
+191.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.3% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | +5.0% | +2.2% | +2.7% | +4.2% |
| 3M | +24.1% | -16.9% | +41.0% | +30.9% |
| 6M | -7.4% | -11.5% | +4.2% | -4.7% |
| YTD | +10.2% | -12.8% | +23.1% | +13.4% |
| 1Y | +42.5% | -17.1% | +59.6% | +49.1% |
| 3Y | +285.7% | -9.6% | +295.4% | +285.9% |
| 5Y | +231.9% | -48.9% | +280.8% | +300.0% |
| All | +215.1% | +23.6% | +191.5% | +196.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling