+42.5%
GDXJ vs CCI
-15.7%
+58.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.8% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | +5.0% | +2.2% | +2.7% | +4.8% |
| 3M | +24.1% | -16.9% | +41.0% | +27.6% |
| 6M | -7.4% | -11.5% | +4.2% | -5.7% |
| YTD | +10.2% | -12.8% | +23.1% | +10.1% |
| 1Y | +42.5% | -17.1% | +59.6% | +44.7% |
| All | +42.5% | -15.7% | +58.3% | +44.7% |
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